ott.math package#

Fixed-point Iteration#

fixed_point_loop.fixpoint_iter(cond_fn, ...)

Implementation of a fixed point loop.

Cholesky Decomposition#

decomposition.DenseCholeskySolver(A[, lower])

Dense Cholesky solver.

decomposition.SparseCholeskySolver(A[, ...])

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

Matrix Square Root#

matrix_square_root.sqrtm(x[, threshold, ...])

Higham algorithm to compute matrix square root of p.d.