Cholesky Solve

Problem

Solve A*x = b for symmetric positive definite A using its Cholesky factorization A = L*L^T.

Factor A into lower triangular L, solve L*y = b by forward substitution, then L^T*x = y by back substitution. Return x as a list of floats.

Hint

Forward substitution uses L; back substitution uses the transpose via L[j][i].

case 1

in: [[[4,2],[2,3]],[1,2]]

expected: [-0.125,0.75]

case 2

in: [[[25,15,5],[15,18,0],[5,0,11]],[1,2,3]]

expected: [-0.19851851851851848,0.2765432098765432,0.36296296296296293]

case 3

in: [[[1,0,0],[0,1,0],[0,0,1]],[1,2,3]]

expected: [1,2,3]

case 4

in: [[[9,0],[0,16]],[18,32]]

expected: [2,2]

Starter codePython

def cholesky_solve(A, b):
    # Your code here
    pass

4 test cases · run your code against them in the editor