Linear Algebra Subroutines

solve_Lx_b(L, b)

Solves the system L x = b using back substitution

solve_LTx_b(L, b)

Solves the system L^T x = b using back substitution

solve_Ux_b(U, b)

Solves the system U x = b using back substitution

solve_UTx_b(U, b)

Solves the system U^T x = b using back substitution

solve_spd_chol(L, b)

Solves a symmetric positive definite system A x = b where A = L L’