scipy是python下的什么_python – cholesky在numpy和scipy之间有什么区别？

scipy.linalg.cholesky默认给你上三角分解,而np.linalg.cholesky给你的是较低的三角形版本.从scipy.linalg.cholesky的文档：

cholesky(a, lower=False, overwrite_a=False)

Compute the Cholesky decomposition of a matrix.

Returns the Cholesky decomposition, :math:`A = L L^*` or

:math:`A = U^* U` of a Hermitian positive-definite matrix A.

Parameters

----------

a : ndarray, shape (M, M)

Matrix to be decomposed

lower : bool

Whether to compute the upper or lower triangular Cholesky

factorization. Default is upper-triangular.

overwrite_a : bool

Whether to overwrite data in `a` (may improve performance).

例如：

>>> scipy.linalg.cholesky([[1,2], [1,9]])

array([[ 1. , 2. ],

[ 0. , 2.23606798]])

>>> scipy.linalg.cholesky([[1,2], [1,9]], lower=True)

array([[ 1. , 0. ],

[ 1. , 2.82842712]])

>>> np.linalg.cholesky([[1,2], [1,9]])

array([[ 1. , 0. ],

[ 1. , 2.82842712]])

如果我修改你的代码以使用相同的随机矩阵,并使用linalg.cholesky(C,lower = True),那么我得到的答案如下：

>>> Xnp

array([ 79621.02629287+0.j, 78060.96077912+0.j, 77110.92428806+0.j, ...,

75526.55192199+0.j, 77110.92428806+0.j, 78060.96077912+0.j])

>>> Xsp

array([ 79621.02629287+0.j, 78060.96077912+0.j, 77110.92428806+0.j, ...,

75526.55192199+0.j, 77110.92428806+0.j, 78060.96077912+0.j])

>>> np.allclose(Xnp, Xsp)

True