cholesky: triangular linear solver: gsl_linalg_cholesky_svx#86
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jack-pan-ai wants to merge 2 commits intoampl:masterfrom
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cholesky: triangular linear solver: gsl_linalg_cholesky_svx#86jack-pan-ai wants to merge 2 commits intoampl:masterfrom
jack-pan-ai wants to merge 2 commits intoampl:masterfrom
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comment the backward, which is not used for this case
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The
gsl_linalg_cholesky_svxis an easy way to achieve the triangular linear solver for one output from cholesky decomposition and one vector. In this algorithm, we only need one forward substitution, while the backward substitution is only used for the context, where the user manually transposes the result fromgsl_linalg_cholesky_decomp.