jax.scipy.linalg.cho_solve#

jax.scipy.linalg.cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True)[source]#

Solve the linear equations A x = b, given the Cholesky factorization of A.

LAX-backend implementation of scipy.linalg._decomp_cholesky.cho_solve().

Does not support the Scipy argument check_finite=True, because compiled JAX code cannot perform checks of array values at runtime.

Does not support the Scipy argument overwrite_*=True.

Original docstring below.

Parameters
  • (c (tuple, (array, bool)) – Cholesky factorization of a, as given by cho_factor

  • lower) (tuple, (array, bool)) – Cholesky factorization of a, as given by cho_factor

  • b (array) – Right-hand side

  • overwrite_b (bool, optional) – Whether to overwrite data in b (may improve performance)

  • check_finite (bool, optional) – Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.

Returns

x – The solution to the system A x = b

Return type

array