SciPy

scipy.linalg.cho_solveΒΆ

scipy.linalg.cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True)[source]ΒΆ

Solve the linear equations A x = b, given the Cholesky factorization of A.

Parameters:

(c, lower) : tuple, (array, bool)

Cholesky factorization of a, as given by cho_factor

b : array

Right-hand side

overwrite_b : bool, optional

Whether to overwrite data in b (may improve performance)

check_finite : bool, optional

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.

Returns:

x : array

The solution to the system A x = b

See also

cho_factor
Cholesky factorization of a matrix