Examples of com.nr.la.Cholesky.solve()

com.nr.la.Cholesky.solve()
Solve the set of n linear equations A*x = b, where a is a positive-definite symmetric matrix whose Cholesky decomposition has been stored. b[0..n-1] is input as the right-hand side vector. The solution vector is returned in x[0..n-1]. @param b @param x


    // Test cholesky
    System.out.println("Testing cholesky");
    double[][] aposdef = matmul(a,transpose(a));
    Cholesky ach  = new Cholesky(aposdef);
    ach.solve(r,y);
    sbeps = 5.e-15;
    localflag = maxel(vecsub(matmul(aposdef,y),r)) > sbeps;
    globalflag = globalflag || localflag;
    if (localflag) {
      fail("*** cholesky: Error in solve() method");

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    double[][] inv = new double[3][3];
    double[] b = new double[]{2.0, 4.0,1.0};
    double[] x = new double[3];
    
    Cholesky ch = new Cholesky(aa);
    ch.solve(b, x);
    System.out.println(NRUtil.toString(x));
    ch.elsolve(b, x);
    System.out.println(NRUtil.toString(x));
    System.out.println(ch.logdet());

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