f07fef

f07fef © Numerical Algorithms Group, 2002.

Purpose

F07FEF Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by

Synopsis

[b,info] = f07fef(a,b<,uplo>)

Description

 
 To solve a real symmetric positive-definite system of linear 
 equations AX=B, this routine must be preceded by a call to 
 F07FDF which computes the Cholesky factorization of A. The 
 solution X is computed by forward and backward substitution.
 
                   T                                             
 If UPLO = 'U', A=U U, where U is upper triangular; the solution X
                         T                 
 is computed by solving U Y=B and then UX=Y.
 
                    T                                            
 If UPLO = 'L', A=LL , where L is lower triangular; the solution X
                                       T   
 is computed by solving LY=B and then L X=Y.

Parameters

f07fef

Required Input Arguments:

a (:,:)                               real
b (:,:)                               real

Optional Input Arguments:                       <Default>

uplo (1)                              string   'l'

Output Arguments:

b (:,:)                               real
info                                  integer