======================================== Cholesky Decomposition-powered Functions ======================================== This module contains algebraic functions powered by the Cholesky matrix decomposition (as provided by the <`Eigen/Cholesky`_> include). .. module:: ceygen.llt .. function:: cholesky(x[, out=None]) Compute Cholesky decomposition of matrix *x* (which must be square, Hermitian and positive-definite) so that *x* = *out* \* *out*.H (*out*.H being conjugate transpose of *out*) :param x: matrix to decompose :type x: |nonint_matrix| :param out: |out| :type out: |nonint_matrix| :raises: |valueerror| :raises: |typeerror| :rtype: |nonint_matrix| .. _`Eigen/Cholesky`: http://eigen.tuxfamily.org/dox/QuickRefPage.html#QuickRef_Headers .. include:: definitions.rst