The LA_CHOLSOL function is used in conjunction with the
LA_CHOLDC to solve a set of n linear equations in n unknowns, AX
= B, where A must be a symmetric (or Hermitian) positive-
definite array. The parameter A is input not as the original
array, but as its Cholesky decomposition, created by the routine
LA_CHOLDC. The LA_CHOLSOL function may also be used to solve for
multiple systems of linear equations, with each column of B
representing a different set of equations. In this case, the
result is a k-by-n array where each of the k columns represents
the solution vector for that set of equations. LA_CHOLSOL is
based on the following LAPACK routines: Given the following
system of equations: 6u + 15v + 55w = 9.5 15u + 55v + 225w = 50
55u + 225v + 979w = 237 The solution can be derived by using the
following program: ; 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 the Cholesky decomposition