cagpjax.linalg.lower_cholesky

Lower Cholesky decomposition of positive semidefinite operators.

Functions:

• lower_cholesky –

  Lower Cholesky decomposition of a positive semidefinite operator.

lower_cholesky

lower_cholesky(A: LinearOperator, jitter: ScalarFloat | None = None) -> LinearOperator

Lower Cholesky decomposition of a positive semidefinite operator.

Parameters:

• A

  (LinearOperator) –

  Positive semidefinite operator

• jitter

  (ScalarFloat | None, default: None ) –

  Positive jitter to add to the operator.

Returns:

• LinearOperator –

  Lower Cholesky factor of A.

Source code in src/cagpjax/linalg/lower_cholesky.py

def lower_cholesky(
    A: LinearOperator, jitter: ScalarFloat | None = None
) -> LinearOperator:
    """Lower Cholesky decomposition of a positive semidefinite operator.

    Args:
        A: Positive semidefinite operator
        jitter: Positive jitter to add to the operator.

    Returns:
        Lower Cholesky factor of A.
    """
    if jitter is None:
        return _lower_cholesky(cola.PSD(A))
    return _lower_cholesky_jittered(A, jitter)