copapy.cholesky#
- copapy.cholesky(a)#
Cholesky factorization of a symmetric positive definite matrix (like numpy.linalg.cholesky): the lower triangular matrix l with a = l l^T. Only the lower triangle of a is used.
The factorization is unrolled into scalar operations (about n^3 / 6 multiplications and n square roots), operations with constant zeros are eliminated, so banded matrices keep their band. No pivoting is required, the execution time only depends on the size of the matrix. A matrix that is not positive definite results in nan values, a tensor of numbers that is not positive definite raises a ValueError.