scipy.linalg.cholesky_banded¶
- scipy.linalg.cholesky_banded(ab, overwrite_ab=False, lower=False, check_finite=True)[source]¶
Cholesky decompose a banded Hermitian positive-definite matrix
The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form:
ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j)
Example of ab (shape of a is (6,6), u=2):
upper form: * * a02 a13 a24 a35 * a01 a12 a23 a34 a45 a00 a11 a22 a33 a44 a55 lower form: a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * *
Parameters: ab : (u + 1, M) array_like
Banded matrix
overwrite_ab : bool, optional
Discard data in ab (may enhance performance)
lower : bool, optional
Is the matrix in the lower form. (Default is upper form)
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 : (u + 1, M) ndarray
Cholesky factorization of a, in the same banded format as ab