fips.Covariance.solve#
- Covariance.solve(b)[source]#
Return \(S^{-1} b\), for a positive-definite covariance \(S\).
- Parameters:
b (
Vector|Operator) – A vector on the covariance’s space, or an operator whose rows are on it (both in any order).- Returns:
The solution, on the covariance’s space (and b’s columns).
- Return type:
- Raises:
TypeError – If b is an array: it has no labels to check.
ValueError – If the labels of b do not match the covariance’s.
numpy.linalg.LinAlgError – If the covariance is singular.
See also
fips.linalg.LinearOperator.solveHow each form solves.