MPSMatrixSolveCholesky
A kernel for computing the solution of a linear system of equations using a Cholesky factorization.
Declaration
class MPSMatrixSolveCholeskyOverview
This kernel finds the solution matrix to the system AX=B, where:
A is a symmetric positive-definite matrix
X is the resulting matrix of solutions
B is the array of right-hand-sides for which the equations are to be solved