cholesky

Cholesky decomposition.

Computes the Cholesky decomposition of a Hermitian (or symmetric for real-valued matrices) positive-definite matrix or the Cholesky decompositions for a batch of such matrices. Each decomposition has the form: Given a tensor input, return the tensor L satisfying input = L dot LH, where L is a lower-triangular matrix and LH is the conjugate transpose of L, which is just a transpose for the case of real-valued input matrices. For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.cholesky