import eigenpy import numpy as np import numpy.linalg as la dim = 100 A = np.random.rand(dim,dim) A = (A + A.T)*0.5 + np.diag(10. + np.random.rand(dim)) llt = eigenpy.LLT(A) L = llt.matrixL() assert eigenpy.is_approx(L.dot(np.transpose(L)),A) X = np.random.rand(dim,20) B = A.dot(X) X_est = llt.solve(B) assert eigenpy.is_approx(X,X_est) assert eigenpy.is_approx(A.dot(X_est),B)