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Add Cholesky decomposition

Open alewis opened this issue 4 years ago • 17 comments

We should support the Cholesky decomposition per https://numpy.org/doc/stable/reference/generated/numpy.linalg.cholesky.html#numpy.linalg.cholesky, adding a pivot argument in the same way as qr and svd.

alewis avatar Oct 12 '20 15:10 alewis