cagpjax.linalg.lower_cholesky

Lower Cholesky decomposition of positive semidefinite operators.

lower_cholesky(A, jitter=None)

Lower Cholesky decomposition of a positive semidefinite operator.

Parameters:

Name	Type	Description	Default
A	LinearOperator	Positive semidefinite operator	required
jitter	ScalarFloat | None	Positive jitter to add to the operator.	None

Returns:

Type	Description
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 gpjax.lower_cholesky.lower_cholesky(cola.PSD(A))
    return _lower_cholesky_jittered(A, jitter)