dask.array.linalg.cholesky

dask.array.linalg.cholesky(a, lower=False)[source]

Returns the Cholesky decomposition, \(A = L L^*\) or \(A = U^* U\) of a Hermitian positive-definite matrix A.

Parameters
a(M, M) array_like

Matrix to be decomposed

lowerbool, optional

Whether to compute the upper or lower triangular Cholesky factorization. Default is upper-triangular.

Returns
c(M, M) Array

Upper- or lower-triangular Cholesky factor of a.