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:
- Returns:
c – Upper- or lower-triangular Cholesky factor of a.
- Return type:
(M, M) ndarray