type(vector) mod_linear_equation::leq_Cholesky ( type(matrix),intent(in)  m,
type(vector),intent(in)  v,
logical,intent(in),optional  is_permuted 
)

solve mx=v by cholesky decomposition

Author:
Abal-Kassim Cheik Ahamed <akcheik@gmail.com>
Parameters:
m : type(matrix)
v : type(vector)
is_permuted : with permutation matrix (optional)
Date:
25th of March, 2011
Remarks:
matrix must be positive definite
Returns:
res : type(vector)
See also:
math_machine_eps() : epsilon error
Todo:
fill-permutation matrix ? rebuild permutation matrix
Exceptions:
+ 
  • m and v must be allocated
  • $ m\%rows = v\%size $
  • $ m\%rows = m\%cols $ (square matrix expected)

Definition at line 1652 of file linear_equation.f90.

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