copapy.cho_solve#
- copapy.cho_solve(c, b)#
Solve the linear system a x = b given the Cholesky factor c of a (a = c c^T, as returned by cholesky) by a forward and a back substitution. Like scipy.linalg.cho_solve((c, True), b).
- Overloads:
For several systems with the same matrix (e.g. the steps of an optimization) the factorization is done once and only the substitutions are repeated.
- Parameters:
c (
Any) – Lower triangular Cholesky factor (2D tensor)b (
Any) – Right-hand side: a vector or 1D tensor with n elements or a 2D tensor with n rows (one system per column)
- Returns:
a vector if b is a vector, otherwise a tensor
- Return type:
Solution x with the shape of b