def find_lpc_cholesky(D, d):
    # form the normal equation (D.H*D)*a = D.H*d
    # SPEED
    # this can be improved by using the Hankel nature of D
    D = np.mat(D)
    DhD = np.mat(np.dot(D.H, D))
    Dhd = np.mat(np.dot(D.H, d))

    c, lower = scipy.linalg.cho_factor(DhD)     # Compute Cholesky decomp.
    return scipy.linalg.cho_solve((c, lower), Dhd)  # solve normal equation
Find linear prediction filter using a Cholesky decomposition.
dataset/ETHPy150Open jjhelmus/nmrglue/nmrglue/process/proc_lp.py/find_lpc_cholesky