cupy.linalg.cholesky

cupy.linalg.cholesky(a)

Cholesky decomposition.

Decompose a given two-dimensional square matrix into L * L.H, where L is a lower-triangular matrix and .H is a conjugate transpose operator.

Parameters

a (cupy.ndarray) – Hermitian (symmetric if all elements are real), positive-definite input matrix with dimension (..., M, M).

Returns

The lower-triangular matrix of shape (..., M, M).

Return type

cupy.ndarray

Warning

This function calls one or more cuSOLVER routine(s) which may yield invalid results if input conditions are not met. To detect these invalid results, you can set the linalg configuration to a value that is not ignore in cupyx.errstate() or cupyx.seterr().

See also

numpy.linalg.cholesky()