7#include <apfel/matrix.h>
std::vector< double > SolveUpperSystem(apfel::matrix< double > U, std::vector< double > y)
Solve upper-diagonal system of equations by backward substitution.
std::vector< double > SolveLowerSystem(apfel::matrix< double > L, std::vector< double > y)
Solve lower-diagonal system of equations by forward substitution.
std::vector< double > SolveSymmetricSystem(apfel::matrix< double > A, std::vector< double > rho)
Solve symmetric system of equations.
apfel::matrix< double > CholeskyDecomposition(apfel::matrix< double > const V)
Cholesky decomposition of the covariance matrix.