lenskit.math.solve#

Efficient solver routines.

Functions

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() and torch.cholesky_solve() in an easier-to-use interface with error checking.

Parameters:

• A (ndarray[tuple[int, int], dtype[V]]) – the left-hand matrix $A$

• y (ndarray[tuple[int], dtype[V]]) – the right-hand vector $\mathbf{y}$

Returns:

the solution $\mathbf{x}$

Return type:

ndarray[tuple[int], dtype[V]]