mlx.core.linalg.cholesky

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mlx.core.linalg.cholesky#

cholesky(a: array, upper: bool = False, *, stream: None | Stream | Device = None) → array#

Compute the Cholesky decomposition of a real symmetric positive semi-definite matrix.

This function supports arrays with at least 2 dimensions. When the input has more than two dimensions, the Cholesky decomposition is computed for each matrix in the last two dimensions of a.

If the input matrix is not symmetric positive semi-definite, behaviour is undefined.

Parameters:

  • a (array) – Input array.

  • upper (bool, optional) – If True, return the upper triangular Cholesky factor. If False, return the lower triangular Cholesky factor. Default: False.

  • stream (Stream, optional) – Stream or device. Defaults to None in which case the default stream of the default device is used.

Returns:

If upper = False, it returns a lower triangular L matrix such that dot(L, L.T) = a. If upper = True, it returns an upper triangular U matrix such that dot(U.T, U) = a.

Return type:

array

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