Numpy 1.11
Numpy 1.11
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numpy.linalg.cholesky()

numpy.linalg.cholesky

numpy.linalg.cholesky(a) [source]

Cholesky decomposition.

Return the Cholesky decomposition, L * L.H, of the square matrix a, where L is lower-triangular and .H is the conjugate transpose operator (which is the ordinary transpose if a is real-valued). a must be Hermitian (symmetric if real-valued) and positive-definite. Only L is actually returned.

Parameters:

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