/// <summary>
/// Solves Ax=b where A is symmetric positive definite; b is overwritten with
/// solution.
/// </summary>
/// <param name="b">right hand side, b is overwritten with solution</param>
/// <returns>true if successful, false on error</returns>
public bool Solve(double[] b)
{
if (b == null || numFactor == null)
{
return(false); // check inputs
}
double[] x = new double[n];
Common.InversePermute(symFactor.pinv, b, x, n); // x = P*b
Triangular.SolveL(numFactor.L, x); // x = L\x
Triangular.SolveLt(numFactor.L, x); // x = L'\x
Common.Permute(symFactor.pinv, x, b, n); // b = P'*x
return(true);
}
/// <summary>
/// Solves Ax=b, where A is square and nonsingular. b overwritten with
/// solution. Partial pivoting if tol = 1.
/// </summary>
/// <param name="b">size n, b on input, x on output</param>
/// <returns>true if successful, false on error</returns>
public bool Solve(double[] b)
{
if (b == null || numFactor == null)
{
return(false); // check inputs
}
double[] x = new double[n]; // get workspace
Common.InversePermute(numFactor.pinv, b, x, n); // x = b(p)
Triangular.SolveL(numFactor.L, x); // x = L\x
Triangular.SolveU(numFactor.U, x); // x = U\x
Common.InversePermute(symFactor.q, x, b, n); // b(q) = x
return(true);
}