Welcome to the Exelis VIS product documentation center! Here you will find reference guides, help documents, and product libraries. Discover the products ENVI, IDL, ENVI LiDAR, and ESE, developed by Exelis VIS.
﻿

### CHOLSOL

CHOLSOL

The CHOLSOL function returns an n-element vector containing the solution to the set of linear equations Ax = b, where A is the positive-definite symmetric array returned by the CHOLDC procedure.

CHOLSOL is based on the routine cholsl described in section 2.9 of Numerical Recipes in C: The Art of Scientific Computing (Second Edition), published by Cambridge University Press, and is used by permission.

Note: If you are working with complex inputs, use the LA_CHOLSOL procedure instead.

## Examples

To solve a positive-definite symmetric system Ax = b:

`;Define the coefficient array:A = [[ 6.0, 15.0, 55.0], \$   [15.0, 55.0, 225.0], \$   [55.0, 225.0, 979.0]];Define the right-hand side vector B:B = [9.5, 50.0, 237.0];Compute Cholesky decomposition of A:CHOLDC, A, P;Compute and print the solution:PRINT, CHOLSOL(A, P, B)`

IDL prints:

`  -0.499998  -1.00000  0.500000`

The exact solution vector is [-0.5, -1.0, 0.5].

## Syntax

Result = CHOLSOL( A, P, B [, /DOUBLE] )

## Return Value

Returns an n-element vector containing the solution to the set of linear equations Ax = b, where A is the positive-definite symmetric array returned by the CHOLDC.

## Arguments

### A

An n by n positive-definite symmetric array, as output by CHOLDC. Only the lower triangle of A is accessed.

Note: If CHOLSOL is complex then only the real part is used for the computation.

### P

The diagonal elements of the Cholesky factor L, as computed by CHOLDC.

### B

An n-element vector containing the right-hand side of the equation.

## Keywords

### DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

## Version History

 4 Introduced

﻿