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Solve a linear system using a Cholesky factor

Source: R/chol-factor.R
chol_solve.Rd

Solves X %*% x = B where X is the symmetric positive-definite matrix whose Cholesky factorization is stored in factor. Dispatches to a GPU backend when the factor was computed in "fast" precision and a device-resident factor is available.

Usage

chol_solve(factor, B)

Arguments

factor

An amChol object from chol_factor.

B

Numeric vector or matrix; the right-hand side. The number of rows must equal the dimension of the factor.

Value

Numeric vector or matrix x satisfying X %*% x == B. Returns a vector when B is a vector.

Examples

m <- crossprod(matrix(rnorm(16), 4, 4)) + diag(4)
A <- adgeMatrix(m)
fac <- chol_factor(A)
b <- rnorm(4)
x <- chol_solve(fac, b)