sgcrf.py 文件源码

def chol_inv(B, lower=True):
    """
    Returns the inverse of matrix A, where A = B*B.T,
    ie B is the Cholesky decomposition of A.

    Solves Ax = I
    given B is the cholesky factorization of A.
    """
    return cho_solve((B, lower), np.eye(B.shape[0]))