ott.math.decomposition.SparseCholeskySolver#

class ott.math.decomposition.SparseCholeskySolver(A, beta=0.0, key=None, **kwargs)[source]#

Sparse Cholesky solver using jax.experimental.host_callback.call().

Uses the CHOLMOD [Chen et al., 2008] bindings from sksparse.cholmod.

Parameters

Methods

clear_factor_cache()

Clear the sksparse.cholmod.Factor cache.

create(A, **kwargs)

Instantiate sparse or dense Cholesky solver.

solve(b)

Solve the linear system \(A * x = b\).

Attributes

A

Symmetric positive definite matrix of shape [n, n].

L

Compute the lower-triangular factor of A and cache the result.