cho_solve — SciPy v1.15.2 Manual (original) (raw)

scipy.linalg.

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

import numpy as np 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