Intel® Math Kernel Library

Error Analysis

In practice, most computations are performed with rounding errors. Besides, you often need to solve a system Ax = b, where the data (the elements of A and b) are not known exactly. Therefore, it is important to understand how the data errors and rounding errors can affect the solution x.

?pftrs

Solves a system of linear equations with a Cholesky-factored symmetric (Hermitian) positive-definite coefficient matrix using the Rectangular Full Packed (RFP) format.

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