probnum.utils.linalg¶
Utility functions that involve numerical linear algebra.
Functions¶
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Compute Cholesky update/factorization \(L\) such that \(L L^\top = S_1 S_1^\top + S_2 S_2^\top\) holds. |
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Orthogonally transform a lower-triangular matrix into a lower-triangular matrix with positive diagonal. |