DriftEngineDriftCapture · function
choleskySolve
Solves l · lᵀ · x = b in place over x, given the Cholesky factor.
Explained in DriftCapture.
function choleskySolve(l: Float64Array, n: number, x: Float64Array): voidimport { choleskySolve } from '@driftengine/capture';Parameters
| Parameter | Type | Description |
|---|---|---|
l | Float64Array | |
n | number | |
x | Float64Array |