linCholSolver: Solve System of Equations w/ Cholesky

Description Usage Arguments

Description

linCholSolver solves Ax = y for x. It is first required to take the Cholesky decomposition, obtaining A = t(R) Results should be checked against a known solver, as this function optimizes for speed.

Usage

1

Arguments

R

- Upper triangular matrix of dimension <n x p>; Cholesky decomposition of A.

y

- Vector of length n.


dhelkey/dgrank documentation built on May 12, 2019, 5:24 p.m.