jax.scipy.linalg.cholesky#

jax.scipy.linalg.cholesky(a, lower=False, overwrite_a=False, check_finite=True)[source]#

Compute the Cholesky decomposition of a matrix.

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

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.

Returns the Cholesky decomposition, \(A = L L^*\) or \(A = U^* U\) of a Hermitian positive-definite matrix A.

Parameters
  • a ((M, M) array_like) – Matrix to be decomposed

  • lower (bool, optional) – Whether to compute the upper- or lower-triangular Cholesky factorization. Default is upper-triangular.

  • overwrite_a (bool) –

  • check_finite (bool) –

Returns

c – Upper- or lower-triangular Cholesky factor of a.

Return type

(M, M) ndarray