ott.math.decomposition.DenseCholeskySolver#

class ott.math.decomposition.DenseCholeskySolver(A, lower=True, **kwargs)[source]#

Dense Cholesky solver.

Parameters

  • A (TypeVar(T)) – Symmetric positive definite matrix of shape [n, n].

  • lower (bool) – Whether to compute lower-triangular Cholesky factor.

  • kwargs (Any) – Additional keyword arguments, currently ignored.

Methods

create(A, **kwargs)

Instantiate sparse or dense Cholesky solver.

solve(b)

Solve the linear system \(A * x = b\).

Attributes

A

Symmetric positive definite matrix of shape [n, n].

L

Cholesky factor of A.