Source code for numpy_sugar.linalg.cho

from numpy import asarray


[docs]def cho_solve(L, b): r"""Solve for Cholesky decomposition. Solve the linear equations :math:`\mathrm A \mathbf x = \mathbf b`, given the Cholesky factorization of :math:`\mathrm A`. Args: L (array_like): Lower triangular matrix. b (array_like): Right-hand side. Returns: :class:`numpy.ndarray`: The solution to the system :math:`\mathrm A \mathbf x = \mathbf b`. See Also -------- numpy.linalg.cholesky : Cholesky decomposition. scipy.linalg.cho_solve : Solve linear equations given Cholesky factorization. """ from scipy.linalg import cho_solve as sp_cho_solve L = asarray(L, float) b = asarray(b, float) return sp_cho_solve((L, True), b, check_finite=False)