ott.math.decomposition.SparseCholeskySolver.create#

classmethod SparseCholeskySolver.create(A, **kwargs)#

Instantiate sparse or dense Cholesky solver.

And optionally convert scipy.sparse.spmatrix to its jax equivalent.

Parameters
  • A (Union[TypeVar(T), spmatrix]) – Symmetric positive definite matrix of shape [n, n].

  • kwargs (Any) – Keyword arguments for the solver initialization.

Return type

CholeskySolver

Returns

Sparse or dense Cholesky solver.