jaxopt.linear_solve.solve_cholesky

jaxopt.linear_solve.solve_cholesky(matvec, b, ridge=None)[source]

Solves A x = b, using Cholesky decomposition.

It will materialize the matrix A in memory.

Parameters

matvec (Callable) – product between positive definite matrix A and a vector.
b (Array) – array.
ridge (Optional[float]) – optional ridge regularization.

Return type

Array

Returns

array with same structure as b.