covmats.CovViaEigenFactorization.get_sparse_LLT_factor#

CovViaEigenFactorization.get_sparse_LLT_factor() csc_array[source]#

Return the sparse factor L of the LL^T factorization of the eigen matrix.

Returns:

L – L = U * V^{T/2}.

Return type:

csc_array