`scipy.linalg._flapack:cpstf2`

Signature

def cpstf2(a, tol = -1.0, lower = 0, overwrite_a = 0)

Compute the pivoted Cholesky factorization of a positive semidefinite matrix, unblocked (LAPACK cpstf2).

a : ndarray: Symmetric or Hermitian positive semidefinite matrix of shape (n, n).
tol : float, optional: Pivots at or below this value stop the factorization. Default is -1.0, which uses n * eps * max(diag(a)).
lower : int, optional: If nonzero, the lower triangle of a is referenced and the factor is lower triangular; otherwise the upper. Default is 0.
overwrite_a : int, optional: If nonzero, a may be overwritten in place. Default is 0.

c : ndarray: The factor, in the selected triangle, of p.T @ a @ p. The opposite triangle is left as it was in a.
piv : ndarray: Pivot indices, 1-based: column i of p is column piv[i] - 1 of the identity. Unlike getrf, this family does not shift them down.
rank_c : int: Computed rank of a, as determined by tol.
info : int: 0 on success; if negative, the -info-th argument had an illegal value; if 1, a is not positive definite but the rank-deficient factorization completed.