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% Solves the problem ax = b when a is positive definite symmetric Since version 1. -------------------------------------------------------------------------- Form: [x, err] = LEPDS( a, b ) -------------------------------------------------------------------------- ------ Inputs ------ a (n,n) Positive definite matrix b (n,1) Right hand side ------- Outputs ------- x (n,1) Solution err Error -------------------------------------------------------------------------- Reference: Golub, G.H., Van Loan C.F. (1983). Matrix Computations. The John Hopkins University Press Baltimore, MD. 82-85. --------------------------------------------------------------------------
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