covmats.CovViaEigenFactorization.solve

CovViaEigenFactorization.solve(b: ndarray[tuple[Any, ...], dtype[float64]]) → ndarray[tuple[Any, ...], dtype[float64]]

Return \(Q^{-1} b = ZD^{-1}Z^{T}b\).

Parameters:

b (NDArrayFloat) – Column vector with shape (\(N_{\mathrm{s}}\), 1) or ensemble matrix with shape (\(N_{\mathrm{s}}\), \(N_e\)).

Returns:

Column vector with shape (\(N_{\mathrm{s}}\), 1) or ensemble matrix with shape (\(N_{\mathrm{s}}\), \(N_e\)).

Return type:

NDAarrayFloat