I want to solve some linear equations(Ax=b) with same matrix A and different vector b. So i decided to decompose matrix A with cholesky decomposition to get matrix L (A= LT*L).
Is there any MKL function can outputs L matrix of cholesky decomposition, i have tried some other library, but most of them can not directly output matrix L.
TCE Open Date:
Monday, December 2, 2019 - 22:48