posdefsol.c

speech signal process tools

posdefsol(M,A,B,x,y,t,t1,n)/* solves M*x=y, M pos definite,
A, B temp matrices, t and t1 temp vectors */
register double A[],B[],M[],x[],y[],t[],t1[];
register int n;
{
	register int rtflag,i;

	dmmove(M,B,n);/* save M, move M to B which is destroyed */
	rtflag=cholesky(B,A,n);	/* routine destroys B but finds A such that B=At*A */
	if(rtflag)
		return(rtflag);
	for(i=0;i<n;i++)
		t1[i]= -y[i];
	solchol(A,t1,x,t,n);
	/* A upper triangular from cholesky, t1=b constants, x unknowns */
	/* Mx+b=0   M=At*A */
	return(rtflag);
}