matrix-decomposition (pypi): This library allows to approximate Hermitian (dense and sparse) matrices by positive definite matrices. Furthermore it allows to decompose (factorize) positive definite matrices and solve associated systems of linear equations.
Keywords: approximation|Hermitian|dense|sparse|matrix|matrices|positive|definite|decompose|factorize|decomposition|factorization|linear|equation|equations|Cholesky|mathematics