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np.cholesky
Cholesky decomposition.
Syntax
np.cholesky(a, upper?)
Description
Cholesky decomposition. Returns the Cholesky factor of a Hermitian positive-definite matrix.
Parameters
| Name | Description |
|---|---|
| a | - Hermitian positive-definite matrix (N x N) |
| upper(optional) | - If true, return upper triangular U (a = U^H @ U), otherwise return lower triangular L (a = L @ L^H) |
Returns
Promise<NDArray>