change_factor

CholeskyFactor.change_factor(kind=None)[source]

Change the type of factorization used by the object.

This method changes the type of factorization used by the object between LL.T and LDL.T. The symbolic analysis is reused, so this method does not require refactorization of the matrix.

Parameters:

kind (str in {‘LL’, ‘LDL’}, optional) – The type of factorization to use. If LL, use the Cholesky factor L such that \(L L^{\top} = P A P^{\top}\). If LDL, use the combined LD factor such that \(L D L^{\top} = P A P^{\top}\). Default is None, which switches to the other type of factorization.

See also

factor, get_factor