cholesky_solve

pydl.pydlutils.bspline.cholesky_solve(a, bb)

Solve the equation \(A x = b\) where a is a lower Cholesky-banded matrix.

In the bspline machinery, a needs to be padded. This function should only used with the output of cholesky_band(), to ensure the proper padding on a. Otherwise the computation is delegated to scipy.linalg.cho_solve_banded().

Parameters:

a : numpy.ndarray

Lower Cholesky decomposition of \(A\) in \(A x = b\).

bb : numpy.ndarray

\(b\) in \(A x = b\).

Returns:

numpy.ndarray

The solution, padded to be the same shape as bb.