import numpy as np
from scipy import linalg
a = np.array([[4, 12, -16],
[12, 37, -43],
[-16, -43, 98]])
L = linalg.cholesky(a) # 默认计算上三角矩阵, lower = True为计算下三角矩阵
print("L===",L)
print("np.dot(L, L.T)===",np.dot(L.T,L))
cholesky_factor = np.linalg.cholesky(covariance) #返回的是下三角阵
z = scipy.linalg.solve_triangular( #求解非齐次方程
cholesky_factor, d.T, lower=True, check_finite=False,
overwrite_b=True)