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is there any MKL function can outputs L matrix of cholesky decomposition

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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

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