# probnum.utils.linalg¶

Utility functions that involve numerical linear algebra.

## Functions¶

 cholesky_update(S1[, S2]) Compute Cholesky update/factorization $$L$$ such that $$L L^\top = S_1 S_1^\top + S_2 S_2^\top$$ holds. tril_to_positive_tril(tril_mat) Orthogonally transform a lower-triangular matrix into a lower-triangular matrix with positive diagonal.