Module « scipy.linalg »

Fonction cho_solve - module scipy.linalg

Signature de la fonction cho_solve

def cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True) 

Description

cho_solve.__doc__

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
    b : array
        Right-hand side
    overwrite_b : bool, optional
        Whether to overwrite data in b (may improve performance)
    check_finite : bool, 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
    -------
    x : array
        The solution to the system A x = b

    See also
    --------
    cho_factor : Cholesky factorization of a matrix

    Examples
    --------
    >>> 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