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spd_solve

sc_neurocore_engine::analysis::dimensionality

Function spd_solve 

Source 
fn spd_solve(a: &[f64], n: usize, b: &[f64], k: usize) -> Vec<f64>
Expand description

Solve the SPD system A X = B via Cholesky. a is row-major n × n, b is row-major n × k; returns X row-major n × k. A is never inverted.