cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True)
Cholesky factorization of a, as given by cho_factor
Right-hand side
Whether to overwrite data in b (may improve performance)
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.
The solution to the system A x = b
Solve the linear equations A x = b, given the Cholesky factorization of A.
cho_factor
Cholesky factorization of a matrix
>>> from scipy.linalg import cho_factor, cho_solveSee :
... A = np.array([[9, 3, 1, 5], [3, 7, 5, 1], [1, 5, 9, 2], [5, 1, 2, 6]])
... c, low = cho_factor(A)
... x = cho_solve((c, low), [1, 1, 1, 1])
... np.allclose(A @ x - [1, 1, 1, 1], np.zeros(4)) True
The following pages refer to to this document either explicitly or contain code examples using this.
scipy.linalg._decomp_cholesky.cho_solve
scipy.linalg._decomp_cholesky.cho_factor
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