cupy.linalg.cholesky¶

cupy.linalg.cholesky(a)[source]¶

Cholesky decomposition.

Decompose a given two-dimensional square matrix into L * L.T, where L is a lower-triangular matrix and .T is a conjugate transpose operator. Note that in the current implementation a must be a real matrix, and only float32 and float64 are supported.

Parameters:	a (cupy.ndarray) – The input matrix with dimension `(N, N)`
Returns:	The lower-triangular matrix.
Return type:	cupy.ndarray