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LA_POSV computes the solution to a linear system of equations
, where is
real symmetric or complex Hermitian and, in either case, positive definite,
and where and are rectangular matrices or vectors.
The Cholesky decomposition is used to factor as
where is an upper triangular matrix and is a lower
triangular matrix
(). The factored form of is then used to solve the above system.
Susan Blackford
2001-08-19