cho_solve_banded(cb_and_lower, b, overwrite_b=False, check_finite=True)
:None:None:`cb` is the Cholesky factorization of A, as given by cholesky_banded. :None:None:`lower` must be the same value that was given to cholesky_banded.
Right-hand side
If True, the function will overwrite the values in b.
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 the banded Hermitian A
.
cholesky_banded
Cholesky factorization of a banded matrix
>>> from scipy.linalg import cholesky_banded, cho_solve_bandedSee :
... Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
... A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
... A = A + A.conj().T + np.diag(Ab[2, :])
... c = cholesky_banded(Ab)
... x = cho_solve_banded((c, False), np.ones(5))
... np.allclose(A @ x - np.ones(5), np.zeros(5)) True
The following pages refer to to this document either explicitly or contain code examples using this.
scipy.linalg._decomp_cholesky.cholesky_banded
scipy.linalg._decomp_cholesky.cho_solve_banded
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