torch.linalg.cholesky
torch.linalg.cholesky(A, *, upper=False, out=None) -> Tensor
Computes the Cholesky decomposition of a complex Hermitian or real
   symmetric positive-definite matrix.
Letting \mathbb{K} be \mathbb{R} or \mathbb{C}, the Cholesky
   decomposition of a complex Hermitian or real symmetric positive-
   definite matrix A \in \mathbb{K}^{n \times n} is defined as
  A = LL^{\text{H}}\mathrlap{\qquad L \in \mathbb{K}^{n \times n}}

where L is a lower triangular matrix with real positive diagonal
   (even in the complex case) and L^{\text{H}} is the conjugate
   transpose when L is complex, and the transpose when L is real-
   valued.
Supports input of float, double, cfloat and cdouble dtypes. Also
   supports batches of matrices, and if "A" is a batch of matrices
   then the output has the same batch dimensions.
Note:
 When inputs are on a CUDA device, this function synchronizes that
 device with the CPU.

See also: