covmats.SparseCholeskyFactor.solve

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

Return \(\mathbf{x} = \mathbf{A}^{-1} \mathbf{b}.\)

# L @ D @ L’ = P @ A @ P’ # A x = b # P’ L @ D @ L’ P x = b # x = P’ L^-T @ D^{-1} @ L^{-1} P b

Parameters:

b (NDArrayFloat) – Column vector with shape (n,) or ensemble matrix with shape (n, ne).

Returns:

_description_

Return type:

NDArrayFloat