- bayespy.utils.linalg.block_banded_solve(A, B, y)¶
Invert symmetric, banded, positive-definite matrix.
A contains the diagonal blocks.
B contains the superdiagonal blocks (their transposes are the subdiagonal blocks).
Shapes: A: (…, N, D, D) B: (…, N-1, D, D) y: (…, N, D)
The algorithm is basically LU decomposition.
Computes only the diagonal and super-diagonal blocks of the inverse. The true inverse is dense, in general.
Assume each block has the same size.
Return: * inverse blocks * solution to the system * log-determinant