pymor.solvers.matrix_equations.utils

Module Contents

pymor.solvers.matrix_equations.utils.chol(A)

Cholesky decomposition.

This implementation uses SVD to compute the Cholesky factor (can be used for singular matrices).

Parameters:

A – Symmetric positive semidefinite matrix as a NumPy array.

Returns:

L – Cholesky factor of A (in the sense that L * L^T approximates A).

pymor.solvers.matrix_equations.utils.mat_eqn_sparse_min_size(value=1000)

Returns minimal size for which a sparse solver will be used by default.