Math utilities
Solvers
The lenskit.math.solve module provides utility functions for solving
systems of equations.
-
lenskit.math.solve.solve_cholesky(A, y)
Solve the system \(A\mathbf{x}=\mathbf{y}\) for \(\mathbf{x}\)
with Cholesky decomposition.
This wraps torch.linalg.cholesky_ex() and torch.cholesky_solve()
in an easier-to-use interface with error checking.
- Parameters:
-
- Return type:
Tensor
:param \(\mathbf{y}\):
- Returns:
the solution \(\mathbf{x}\)
- Parameters:
-
- Return type:
Tensor