kmath/kmath-tensors/space.kscience.kmath.tensors.api/-linear-ops-tensor-algebra/cholesky.html

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<h1 class="cover"><span>cholesky</span></h1>
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<p class="paragraph">Cholesky decomposition.</p><p class="paragraph">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 <code>input</code>, return the tensor <code>L</code> satisfying <code>input = L dot LH</code>, where <code>L</code> is a lower-triangular matrix and <code>LH</code> is the conjugate transpose of <code>L</code>, 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</p><h4 class="">Return</h4><p class="paragraph">the batch of <code>L</code> matrices.</p></div>
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