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Description
Feature description
Proposal: Add an implementation of the Cholesky factorization for symmetric, positive-definite matrices within the linear_algebra module.
The module currently lacks a Cholesky factorization. Introducing this implemntation will make the underlying algorithmic steps explicit and enhance educational clarity.
My plan:
- Implement cholesky_decomposition(A) -> L
- Implement cholesky_solve(A, b) using forward/back substitution
- Add full docstrings with doctests
- Add pytest tests in the test directory
- Include validation for symmetry and positive-definiteness where appropriate
- Follow the folder structure and style of the existing algorithms
Please indicate whether this contribution is appropriate or if there are any specific guidelines I should follow.
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enhancementThis PR modified some existing filesThis PR modified some existing files