CMLA

doc: solve_chol

Linear system resolution $MX=Y$ given upper Cholesky decomposition of $M=R^\top R$

Syntax

 [X] = solve_chol(R, Y)

Arguments

  • R upper triangular matrix (n, n) of Cholesky decomposition of M
  • Y matrix (n, 1)

Outputs

  • X matrix (n, 1) such that M*X=Y

See also

cholpsd