Cholesky Decomposition

Computes the Cholesky decomposition of a symmetric positive-definite matrix. Supports batched inputs: axes before the last two are batch axes.

Usage

nv_chol(x, lower = FALSE)

# S3 method for class 'AnvlArray'
chol(x, ..., lower = FALSE)

Arguments

x

(arrayish)
Symmetric positive-definite matrix with at least 2 axes. The last two axes form the square matrix; any leading axes are batch axes.

lower

(logical(1))
If TRUE, return the lower-triangular factor.

...

No additional arguments.

Value

arrayish
Triangular matrix with the same shape and data type as the input.

See also

nv_solve(), prim_chol()

Examples

a <- nv_matrix(c(4, 2, 2, 3), nrow = 2, dtype = "f32")
nv_chol(a)
#> AnvlArray
#>  2.0000 1.0000
#>  0.0000 1.4142
#> [ CPUf32{2,2} ]