Name
sp_cgs — Use a Cholesky decomposition to solve the system A.x = b
Calling Sequence
[xsol] = sp_chsolve(A,b])
Parameters
- A
the A real sparse matrix of the system to be solved.
- b
the b real vector of the system to be solved.
- xsol
the solution vector of the system.
Description
Solve the system A.x = b via a Cholesky decomposition
(solve L.L'.x = b)