Linear System Solution Functions

This section describes Intel® Integrated Performance Primitives (Intel® IPP) functions for small matrices that decompose square matrices and solve system of linear equations by back substitution.

Linear System Solution functions
Function Base Name Operation
LUDecomp Decomposes square matrix into product of upper and lower triangular matrices.
LUBackSubst Solves system of linear equations with LU-factored square matrix.
CholeskyDecomp Performs Cholesky decomposition of a symmetric positive definite square matrix.
CholeskyBackSubst Solves system of linear equations using the Cholesky triangular factor.

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