jax.scipy.linalg.choleskyΒΆ

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

Compute the Cholesky decomposition of a matrix.

LAX-backend implementation of cholesky().

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, optional) – Whether to overwrite data in a (may improve performance).

  • check_finite (bool, optional) – Whether to check that the input matrix contains 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

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

Return type

(M, M) ndarray