Skip to content

Add Cholesky function specification #110

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 7 commits into from
May 12, 2021
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
24 changes: 21 additions & 3 deletions spec/API_specification/linear_algebra_functions.md
Original file line number Diff line number Diff line change
Expand Up @@ -15,10 +15,28 @@ A conforming implementation of the array API standard must provide and support t

<!-- NOTE: please keep the functions in alphabetical order -->

(function-cholesky)=
### cholesky()
(function-linalg-cholesky)=
### linalg.cholesky(x, /, *, upper=False)

TODO
Returns the Cholesky decomposition of a symmetric positive-definite matrix (or a stack of symmetric positive-definite matrices) `x`.

<!-- NOTE: once complex numbers are supported, each square matrix must be Hermitian. -->

#### Parameters

- **x**: _&lt;array&gt;_

- input array having shape `(..., M, M)` and whose innermost two dimensions form square matrices. Should have a floating-point data type.

- **upper**: _bool_

- If `True`, the result must be the upper-triangular Cholesky factor. If `False`, the result must be the lower-triangular Cholesky factor. Default: `False`.

#### Returns

- **out**: _&lt;array&gt;_

- an array containing the Cholesky factors for each square matrix. The returned array must have a floating-point data type determined by {ref}`type-promotion` and shape as `x`.

(function-cross)=
### cross(x1, x2, /, *, axis=-1)
Expand Down