scipy.linalg.cho_factor¶
- scipy.linalg.cho_factor(a, lower=False, overwrite_a=False, check_finite=True)[source]¶
Compute the Cholesky decomposition of a matrix, to use in cho_solve
Returns a matrix containing the Cholesky decomposition, A = L L* or A = U* U of a Hermitian positive-definite matrix a. The return value can be directly used as the first parameter to cho_solve.
Warning
The returned matrix also contains random data in the entries not used by the Cholesky decomposition. If you need to zero these entries, use the function cholesky instead.
Parameters: a : (M, M) array_like
Matrix to be decomposed
lower : bool, optional
Whether to compute the upper or lower triangular Cholesky factorization (Default: 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 : (M, M) ndarray
Matrix whose upper or lower triangle contains the Cholesky factor of a. Other parts of the matrix contain random data.
lower : bool
Flag indicating whether the factor is in the lower or upper triangle
Raises: LinAlgError
Raised if decomposition fails.
See also
- cho_solve
- Solve a linear set equations using the Cholesky factorization of a matrix.