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

cho_solve_banded.__doc__

    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
    --------
    >>> 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