taucs_chsolve — solve a linear sparse (s.p.d.) system given the Cholesky factors
[x] = taucs_chsolve(C_ptr, b [, A])
a pointer to a handle of the Cholesky factors (C,p with A(p,p)=CC')
a real column vector or a matrix (multiple rhs)
a real column vector or a matrix in case of multiple rhs ( x(:,i) is solution of A x(:,i) = b(:,i))
(optional) the real s.p.d. matrix A (to use for iterative refinement step)
This function must be used in conjonction with taucs_chfact which
computes the Cholesky factorization of a sparse real s.p.d. matrix.
When the matrix A
is provided, one iterative refinement
step is done (the refined solution is accepted if it improves the
2-norm of the residual Ax-b
).
Like in taucs_chfact the matrix A may be provided either in its complete form (that is with the lower triangle also) or only with its upper triangle.