# NAME

lapack_solve_symmetric_pd - Uses lapack to solve the linear equation
# SYNOPSIS

#include "wrap_lapack/wrap_lapack.h"
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-I/home/kobus/include
-L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
int lapack_solve_symmetric_pd
(
const Matrix *A_mp,
const Matrix *B_mp,
Matrix **X_mpp
);

# DESCRIPTION

A * X = B

where A is symmetric and positive definite. If A is symmetric but not positive
definite, use lapack_solve_symmetric. 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.
# RETURNS

NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
# DISCLAIMER

This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
# AUTHOR

Kobus Barnard
# DOCUMENTER

Kobus Barnard
# SEE ALSO

lapack_solve_triangular
,
lapack_solve_upper_triangular
,
lapack_solve_symmetric
,
lapack_solve
,
lapack_diagonalize
,
lapack_qr_decompose
,
do_lapack_svd
,
do_lapack_matrix_inversion
,
do_lapack_matrix_inversion_2
,
do_lapack_cholesky_decomposition
,
do_lapack_cholesky_decomposition_2