pub fn cholesky_solve(
n: usize,
l: &[f64],
b: &[f64],
x: &mut [f64],
) -> Result<(), SolversError>Expand description
Solve A·x = b for SPD A, given its Cholesky factor l (from
cholesky_factor): forward-substitute L·y = b, then back-substitute
Lᵀ·x = y. l is n*n; b and x are length n. The solution is written
into x (which is also used as scratch for y).