# naginterfaces.library.lapacklin.dposv¶

naginterfaces.library.lapacklin.dposv(uplo, a, b)[source]

dposv computes the solution to a real system of linear equations

where is an symmetric positive definite matrix and and are matrices.

For full information please refer to the NAG Library document for f07fa

https://support.nag.com/numeric/nl/nagdoc_30/flhtml/f07/f07faf.html

Parameters
uplostr, length 1

If , the upper triangle of is stored.

If , the lower triangle of is stored.

afloat, array-like, shape

The symmetric matrix .

bfloat, array-like, shape

The right-hand side matrix .

Returns
afloat, ndarray, shape

If no exception or warning is raised, the factor or from the Cholesky factorization or .

bfloat, ndarray, shape

If no exception or warning is raised, the solution matrix .

Raises
NagValueError
(errno )

On entry, error in parameter .

Constraint: or .

(errno )

On entry, error in parameter .

Constraint: .

(errno )

On entry, error in parameter .

Constraint: .

(errno )

The leading minor of order of is not positive definite, so the factorization could not be completed, and the solution has not been computed.

Notes

dposv uses the Cholesky decomposition to factor as if or if , where is an upper triangular matrix and is a lower triangular matrix. The factored form of is then used to solve the system of equations .

References

Anderson, E, Bai, Z, Bischof, C, Blackford, S, Demmel, J, Dongarra, J J, Du Croz, J J, Greenbaum, A, Hammarling, S, McKenney, A and Sorensen, D, 1999, LAPACK Users’ Guide, (3rd Edition), SIAM, Philadelphia, https://www.netlib.org/lapack/lug

Golub, G H and Van Loan, C F, 1996, Matrix Computations, (3rd Edition), Johns Hopkins University Press, Baltimore