cholsolve

function cholsolve(L:RealMatrixLike, y:RealScalarLike) -> RealMatrixLike

Matrix-scalar solve via the Cholesky factorization.

• L Lower-triangular Cholesky factor $L$ of the symmetric positive definite matrix $S = LL^\top$.
• y Scalar $y$.

Returns Solution of $B$ in $SB = LL^\top B = Iy$.

function cholsolve(L:RealMatrixLike, y:RealVectorLike) -> RealVectorLike

Matrix-vector solve via the Cholesky factorization.

• L Lower-triangular Cholesky factor $L$ of the symmetric positive definite matrix $S = LL^\top$.
• y Vector $y$.

Returns Solution of $x$ in $Sx = LL^\top x = y$.

function cholsolve(L:RealMatrixLike, y:RealMatrixLike) -> RealMatrixLike

Matrix-matrix solve via the Cholesky factorization.

• L Lower-triangular Cholesky factor $L$ of the symmetric positive definite matrix $S = LL^\top$.
• C Matrix $C$.

Returns Solution of $B$ in $SB = LL^\top B = C$.