cyjax.ml.cholesky_from_param

cyjax.ml.cholesky_from_param(h_par)

Construct hermitian matrix from Cholesky decomposition parameters.

This is a wrapper around cholesky_decode() which takes a single array of real values as input. These comprise the real diagonal entries and the real and imaginary parts of the upper triangular entries.

Parameters:

h_par – Real 1d-array. This is simply a concatenation of diag and upper arguments of cholesky_decode().

Returns:

Hermitian, positive-definite matrix constructed by the Cholesky decomposition.