pytorch/torch/linalg
Ivan Yashchuk 260daf088d Added linalg.cholesky (#46083)
Summary:
This PR adds `torch.linalg.cholesky` function that matches `numpy.linalg.cholesky`.

Fixed `lda` argument to `lapackCholesky` calls.
Added `random_hermitian_pd_matrix` helper function for tests.

Ref https://github.com/pytorch/pytorch/issues/42666.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/46083

Reviewed By: ailzhang

Differential Revision: D24861752

Pulled By: mruberry

fbshipit-source-id: 214dbceb4e8a2c589df209493efd843962d25593
2020-11-13 16:50:40 -08:00
..
__init__.py Added linalg.cholesky (#46083) 2020-11-13 16:50:40 -08:00