solveCholesky

Solves a system of linear equations Ax = b where A is a symmetric, positive-definite matrix.

This method uses the Cholesky decomposition (A = L * L^T) to solve the system.

Return

The solution vector x such that Ax = b.

Parameters

matrix

The symmetric, positive-definite matrix A.

b

The right-hand side vector.

Throws

if the matrix is not square or not positive-definite.


Solves a system of linear equations AX = B where A is a symmetric, positive-definite matrix and B is a matrix of multiple right-hand side vectors.

This method uses the Cholesky decomposition (A = L * L^T) to solve the system.

Return

The solution matrix X such that AX = B.

Parameters

matrix

The symmetric, positive-definite matrix A.

b

The right-hand side matrix B.

Throws

if the matrix A is not square or not positive-definite, or if the number of rows in A does not match the number of rows in B.