Skip to content

Operations

Linear algebra operations for GPJax LinearOperators.

lower_cholesky 

lower_cholesky(A)

Compute the lower Cholesky decomposition of a positive semi-definite operator.

This function dispatches on the type of the input LinearOperator to provide efficient implementations for different operator structures.

Parameters:

Returns:

  • LinearOperator –

    The lower triangular Cholesky factor L such that A = L @ L.T.

solve 

solve(A, b)

Solve the linear system A @ x = b for x.

This function dispatches on the type of the input LinearOperator to provide efficient implementations for different operator structures.

Parameters:

  • A (LinearOperator) –

    A LinearOperator representing the matrix A.

  • b (Union[Float[Array, ' N'], Float[Array, ' N M']]) –

    The right-hand side vector or matrix.

Returns:

  • Union[Float[Array, ' N'], Float[Array, ' N M']] –

    The solution x to the linear system.

logdet 

logdet(A)

Compute the log-determinant of a linear operator.

This function dispatches on the type of the input LinearOperator to provide efficient implementations for different operator structures.

Parameters:

Returns:

  • ScalarFloat –

    The log-determinant of A.

diag 

diag(A)

Extract the diagonal of a linear operator.

This function dispatches on the type of the input LinearOperator to provide efficient implementations for different operator structures.

Parameters:

Returns:

  • Float[Array, ' N'] –

    The diagonal elements of A as a 1D array.