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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)

Example

See Also

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