scipy.linalg.cho_solve#

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

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
barray: Right-hand side
overwrite_bbool, optional: Whether to overwrite data in b (may improve performance)
check_finitebool, 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:

xarray: The solution to the system A x = b

See also

cho_factor: Cholesky factorization of a matrix

Examples

>>> import numpy as np
>>> from scipy.linalg import cho_factor, cho_solve
>>> 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