Cholesky decomposition for mlx arrays

If x is not symmetric positive semi-definite, "behaviour is undefined" according to the MLX documentation.

Usage

# S3 method for class 'mlx'
chol(x, pivot = FALSE, ...)

Arguments

x

An mlx matrix (2-dimensional array).

pivot

Ignored; pivoted decomposition is not supported.

...

Additional arguments (unused).

Value

Upper-triangular Cholesky factor as an mlx matrix.

See also

mlx.linalg.cholesky

Examples

x <- as_mlx(matrix(c(4, 1, 1, 3), 2, 2))
chol(x)
#> mlx array [2 x 2]
#>   dtype: float32
#>   device: gpu
#>   values:
#>      [,1]     [,2]
#> [1,]    2 0.500000
#> [2,]    0 1.658312