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
>>> 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