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Nachschlagewerk MQL5Matrizen und VektorenOpenBLASFactored CalculationsCholeskyLinearEquationsSolution 

CholeskyLinearEquationsSolution

Solves a system of linear equations  A * X = B  with a real symmetric or complex Hermitian positive-definite matrix using the factorization A = L * L**T computed by FactorizationCholesky, with multiple right-hand sides. LAPACK function POTRS.

Computing for type matrix<double>

bool  matrix::CholeskyLinearEquationsSolution(
   matrix&             B,            // right hand side matrix B
   matrix&             X             // solution matrix X
   );
 
bool  matrix::CholeskyLinearEquationsSolution(
   vector&             B,            // right hand side vector B
   vector&             X             // solution vector X
   );

Computing for type matrix<float>

bool  matrixf::CholeskyLinearEquationsSolution(
   matrixf&            B,            // right hand side matrix B
   matrixf&            X             // solution matrix X
   );
 
bool  matrixf::CholeskyLinearEquationsSolution(
   vectorf&            B,            // right hand side vector B
   vectorf&            X             // solution vector X
   );

Computing for type matrix<complex>

bool  matrixc::CholeskyLinearEquationsSolution(
   matrixc&            B,            // right hand side matrix B
   matrixc&            X             // solution matrix X
   );
 
bool  matrixc::CholeskyLinearEquationsSolution(
   vectorc&            B,            // right hand side vector B
   vectorc&            X             // solution vector X
   );

Computing for type matrix<complexf>

bool  matrixcf::CholeskyLinearEquationsSolution(
   matrixcf&           B,            // right hand side matrix B
   matrixcf&           X             // solution matrix X
   );
 
bool  matrixcf::CholeskyLinearEquationsSolution(
   vectorcf&           B,            // right hand side vector B
   vectorcf&           X             // solution vector X
   );

Parameters

B

[in]  Matrix B whose columns are the right-hand sides for the systems of equations. Vector B contains one column of right-hand side.

X

[out]  Matrix or vector X with solutions of linear equations system.

 

Return Value

Return true if successful, otherwise false in case of an error.

Note

This method is applied to the matrix L obtained as result of FactorizationCholesky method.

Output matrix X has the same sizes as input matrix B. Output vector X has the same size as input vector B.