dpnp.linalg.cholesky

dpnp.linalg.cholesky(input)

Cholesky decomposition. Return the Cholesky decomposition, L * L.H, of the square matrix input, where L is lower-triangular and .H is the conjugate transpose operator (which is the ordinary transpose if input is real-valued). input must be Hermitian (symmetric if real-valued) and positive-definite. No checking is performed to verify whether a is Hermitian or not. In addition, only the lower-triangular and diagonal elements of input are used. Only L is actually returned.

Parameters

input ((..., M, M) array_like) – Hermitian (symmetric if all elements are real), positive-definite input matrix.

Returns

L – Upper or lower-triangular Cholesky factor of input. Returns a matrix object if input is a matrix object.

Return type

(…, M, M) array_like