physbo.misc.gauss_elim のソースコード

import numpy as np
import scipy


def gauss_elim(L, t):
    """
    Calculate alpha using scipy.linalg.solve_triangular.
    alpha = (L^T L)^-1 t = L^-1 [(L^T)-1 t]

    Parameters
    ----------
    L: (M, M) array_like
    A triangular matrix
    t: (M,) or (M, N) array_like

    Returns
    -------
    alpha: numpy.ndarray
    Solution to the system L^T alpha = t. Shape of return matches t.
    """
    alpha = scipy.linalg.solve_triangular(
        L.transpose(), t, lower=True, overwrite_b=False, check_finite=False
    )

    alpha = scipy.linalg.solve_triangular(
        L, alpha, lower=False, overwrite_b=False, check_finite=False
    )
    return alpha