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99991 2024-10-09 09:09:27 +02:00
parent 907b783668
commit 818448b05d

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@ -66,7 +66,7 @@ def cholesky_decomposition(A: np.ndarray) -> np.ndarray:
def solve_cholesky(L: np.ndarray, Y: np.ndarray) -> np.ndarray: def solve_cholesky(L: np.ndarray, Y: np.ndarray) -> np.ndarray:
"""Given a Cholesky decomposition L L^T = A of a matrix A, solve the """Given a Cholesky decomposition L L^T = A of a matrix A, solve the
system of equations A X = Y where B is either a matrix or a vector. system of equations A X = Y where Y is either a matrix or a vector.
>>> L = np.array([[2, 0], [3, 4]], dtype=float) >>> L = np.array([[2, 0], [3, 4]], dtype=float)
>>> Y = np.array([[22, 54], [81, 193]], dtype=float) >>> Y = np.array([[22, 54], [81, 193]], dtype=float)