int choleskySolve

(const matrix &A, vector &x,
  const vector &b, matrix &workspace,
  const int* ignore)

Solves A*x = b for x, where A is a symmetric positive definite (SPD) matrix and x and b are vectors.

Documentation

Solves A*x = b for x, where A is a symmetric positive definite (SPD) matrix and x and b are vectors. 'workspace' is a workspace matrix of the same dimensions as A, and the rows and columns indicated by 'ignore' are skipped.

Returns:

Returns 1 if A was SPD, 0 if not

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