Math utilities#
Solvers#
The lenskit.math.solve
module provides utility functions for solving
systems of equations.
- lenskit.math.solve.solve_cholesky(A, y)#
Solve the system \(A\mathbf{x}=\mathbf{y}\) for \(\mathbf{x}\) with Cholesky decomposition.
This wraps
torch.linalg.cholesky_ex()
andtorch.cholesky_solve()
in an easier-to-use interface with error checking.