lapack_solve_symmetric - Uses lapack to solve the linear equation
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
const Matrix *A_mp,
const Matrix *B_mp,
A * X = B
where A is symmetric indefinite. If A is symmetric positive definite,
use lapack_solve_symmetric_pd. This should be much more numerically stable
and possibly more efficient than inverting A.
If this routine was not compiled with lapack available, then it returns
ERROR with an appropriate error being set.
NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.