python.cholesky Namespace Reference

Functions
	cholesky (np.ndarray a)

Function Documentation

cholesky()

python.cholesky.cholesky

(

np.ndarray

a

)

Compute the Cholesky factorization of a symmetric/Hermitian
positive-definite matrix A using NULAPACK.

Parameters
----------
a : ndarray
    Coefficient matrix (n x n) stored as a full matrix. Real matrices
    should be symmetric, complex matrices should be Hermitian and
    positive-definite.

Returns
-------
L : ndarray
    Lower-triangular matrix from the factorization (A = L * L^T or
    A = L * L^H).
info : int
    0 if success, >0 if the matrix is not positive-definite.

Definition at line 33 of file cholesky.py.