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.