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Module « scipy.linalg »

Fonction cho_solve_banded - module scipy.linalg

Signature de la fonction cho_solve_banded

def cho_solve_banded(cb_and_lower, b, overwrite_b=False, check_finite=True) 

Description

help(scipy.linalg.cho_solve_banded)

Solve the linear equations ``A x = b``, given the Cholesky factorization of
the banded Hermitian ``A``.

Parameters
----------
(cb, lower) : tuple, (ndarray, bool)
    `cb` is the Cholesky factorization of A, as given by cholesky_banded.
    `lower` must be the same value that was given to cholesky_banded.
b : array_like
    Right-hand side
overwrite_b : bool, optional
    If True, the function will overwrite the values in `b`.
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
--------
cholesky_banded : Cholesky factorization of a banded matrix

Notes
-----

.. versionadded:: 0.8.0

Examples
--------
>>> import numpy as np
>>> from scipy.linalg import cholesky_banded, cho_solve_banded
>>> Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
>>> A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
>>> A = A + A.conj().T + np.diag(Ab[2, :])
>>> c = cholesky_banded(Ab)
>>> x = cho_solve_banded((c, False), np.ones(5))
>>> np.allclose(A @ x - np.ones(5), np.zeros(5))
True

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