pytc.legacy.df.pivoted_cholesky¶

pytc.legacy.df.pivoted_cholesky(M, n_rank, tol=1e-12)[source]¶

Pivoted Cholesky decomposition with fixed rank.

Parameters:

M (numpy.ndarray) – Input matrix to decompose (positive semi-definite)
n_rank (int) – Number of pivots to select
tol (float) – Tolerance for early termination and numerical stability

Returns:

Lower triangular factor piv: Selected pivot indices

Return type:

L