Module 

Header 
/Engine/Source/Runtime/Experimental/Chaos/Public/Chaos/DenseMatrix.h 
Include 
#include "Chaos/DenseMatrix.h" 
class FDenseMatrixSolver
Methods to solves sets of Linear equations stored as AX = B where A is an NxN matrix, and X.B are Nx1 column vectors.
Name  Description  


CholeskyFactorize ( 
Overwrite A with its Cholesky Factor (A must be Positive Definite). 


SolveCholeskyFactorized ( 
This solves AX = B, where A is positive definite and has been Cholesky Factorized to produce G, where A = GGt, G is lower triangular. 


SolvePositiveDefinite ( 
Solve AX = B, for positivedefinite NxN matrix A, and Nx1 column vectors B and X. 