The routines compute the solution to a system of linear equations ''A
- X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. Optional arguments LDA and LDB are the leading dimensions of arrays A and B, respectively. Cholesky decomposition is used to factor A'' as
- A = U**T * U if UPLO = Upper
- A = L * L**T if UPLO = Lower where U is an upper triangular, and L is a lower triangular matrix. The factored form of A is then used to solve the system. The return values are:
- the factor U or Lfrom the Cholesky factorization, depending on the value of argument UPLO.
- the N-by-NRHS solution matrix X