Function lupnt::UDUSolve

• Defined in File udu_utils.cc

Function Documentation

MatXd lupnt::UDUSolve(const MatXd &U, const VecXd &D, const MatXd &B)

Solve the linear system U diag(D) U^T X = B for X, via unit-triangular back/forward substitution and a diagonal solve.

Parameters:

• U – Unit-upper-triangular factor, size [n x n]

• D – Diagonal factor, size [n] (must be non-zero in every entry)

• B – Right-hand side, size [n x m]

Returns:

Solution X, size [n x m]