Factorization and solving of real symmetric positive definite band matrices.
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Detailed Description
Factorization and solving of real symmetric positive definite band matrices.
Function Documentation
Factorize a real-valued symmetric positive definite band matrix with Cholesky factorization, in-place.
- Parameters:
-
| A | On entry, a real-valued symmetric positive definite band matrix A of dimension N x N. On exit, the lower triangular Cholesky factorization B with |
Factorize a real-valued symmetric positive definite band matrix with Cholesky.
- Parameters:
-
| A | On entry, a real-valued symmetric positive definite band matrix A of dimension N x N. |
| AF | On exit, the lower triangular Cholesky factorization of A with |
Solve A*X=B in-place where A is a real-valued symmetric positive definite band matrix.
The solution will be calulated in-place that means that A is overwritten during the process with the Cholesky-factorization and B will hold the solution afterwards.
- Parameters:
-
| A | On entry, the real-valued symmetric positive definite band matrix A of dimension N x N. On exit, the cholesky factorization. |
| B | On entry, the general matrix B of dimension N x M. On exit, the solution matrix X for A*X = B. |
Solve A*X=B where A is a real-valued symmetric positive definite band matrix.
- Parameters:
-
| A | On entry, a real-valued symmetric positive definite band matrix A of dimension N x N. |
| B | On entry, the general matrix B of dimension N x M. |
| X | On exit, the solution matrix X with A*X = B. |