pytc.df.prepare_normal_equations_solver

pytc.df.prepare_normal_equations_solver(phi_piv_p, phi_piv_q, rcond=1e-14, max_jitter_tries=8, jitter_growth=10.0)[source]

Prepare robust Cholesky factor for repeated batched solves.

Uses adaptive jitter escalation to guarantee numerically SPD matrices.

Parameters:
  • phi_piv_p (jax.numpy.ndarray)

  • phi_piv_q (jax.numpy.ndarray)

  • rcond (float)

  • max_jitter_tries (int)

  • jitter_growth (float)