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<div class="section" id="torch-cholesky-inverse">
<h1>torch.cholesky_inverse<a class="headerlink" href="#torch-cholesky-inverse" title="Permalink to this headline">¶</a></h1>
<dl class="function">
<dt id="torch.cholesky_inverse">
<code class="sig-prename descclassname">torch.</code><code class="sig-name descname">cholesky_inverse</code><span class="sig-paren">(</span><em class="sig-param">input</em>, <em class="sig-param">upper=False</em>, <em class="sig-param">out=None</em><span class="sig-paren">)</span> → Tensor<a class="headerlink" href="#torch.cholesky_inverse" title="Permalink to this definition">¶</a></dt>
<dd><p>Computes the inverse of a symmetric positive-definite matrix <span class="math"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>A</mi></mrow><annotation encoding="application/x-tex">A</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathnormal">A</span></span></span></span>
</span> using its
Cholesky factor <span class="math"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>u</mi></mrow><annotation encoding="application/x-tex">u</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">u</span></span></span></span>
</span>: returns matrix <code class="docutils literal notranslate"><span class="pre">inv</span></code>. The inverse is computed using
LAPACK routines <code class="docutils literal notranslate"><span class="pre">dpotri</span></code> and <code class="docutils literal notranslate"><span class="pre">spotri</span></code> (and the corresponding MAGMA routines).</p>
<p>If <code class="xref py py-attr docutils literal notranslate"><span class="pre">upper</span></code> is <code class="docutils literal notranslate"><span class="pre">False</span></code>, <span class="math"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>u</mi></mrow><annotation encoding="application/x-tex">u</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">u</span></span></span></span>
</span> is lower triangular
such that the returned tensor is</p>
<div class="math">
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>i</mi><mi>n</mi><mi>v</mi><mo>=</mo><mo stretchy="false">(</mo><mi>u</mi><msup><mi>u</mi><mi>T</mi></msup><msup><mo stretchy="false">)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">inv = (uu^{{T}})^{{-1}}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span><span class="mord mathnormal">n</span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord mathnormal">u</span><span class="mord"><span class="mord mathnormal">u</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span></span></span>
</div><p>If <code class="xref py py-attr docutils literal notranslate"><span class="pre">upper</span></code> is <code class="docutils literal notranslate"><span class="pre">True</span></code> or not provided, <span class="math"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>u</mi></mrow><annotation encoding="application/x-tex">u</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">u</span></span></span></span>
</span> is upper
triangular such that the returned tensor is</p>
<div class="math">
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>i</mi><mi>n</mi><mi>v</mi><mo>=</mo><mo stretchy="false">(</mo><msup><mi>u</mi><mi>T</mi></msup><mi>u</mi><msup><mo stretchy="false">)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">inv = (u^T u)^{{-1}}
</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathnormal">i</span><span class="mord mathnormal">n</span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">u</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathnormal">u</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span></span></span>
</div><dl class="field-list simple">
<dt class="field-odd">Parameters</dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>input</strong> (<a class="reference internal" href="../tensors.html#torch.Tensor" title="torch.Tensor"><em>Tensor</em></a>) – the input 2-D tensor <span class="math"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>u</mi></mrow><annotation encoding="application/x-tex">u</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">u</span></span></span></span>
</span>, a upper or lower triangular
Cholesky factor</p></li>
<li><p><strong>upper</strong> (<a class="reference external" href="https://docs.python.org/3/library/functions.html#bool" title="(in Python v3.8)"><em>bool</em></a><em>, </em><em>optional</em>) – whether to return a lower (default) or upper triangular matrix</p></li>
<li><p><strong>out</strong> (<a class="reference internal" href="../tensors.html#torch.Tensor" title="torch.Tensor"><em>Tensor</em></a><em>, </em><em>optional</em>) – the output tensor for <cite>inv</cite></p></li>
</ul>
</dd>
</dl>
<p>Example:</p>
<div class="highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="n">a</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">randn</span><span class="p">(</span><span class="mi">3</span><span class="p">,</span> <span class="mi">3</span><span class="p">)</span>
<span class="gp">>>> </span><span class="n">a</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">mm</span><span class="p">(</span><span class="n">a</span><span class="p">,</span> <span class="n">a</span><span class="o">.</span><span class="n">t</span><span class="p">())</span> <span class="o">+</span> <span class="mf">1e-05</span> <span class="o">*</span> <span class="n">torch</span><span class="o">.</span><span class="n">eye</span><span class="p">(</span><span class="mi">3</span><span class="p">)</span> <span class="c1"># make symmetric positive definite</span>
<span class="gp">>>> </span><span class="n">u</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">cholesky</span><span class="p">(</span><span class="n">a</span><span class="p">)</span>
<span class="gp">>>> </span><span class="n">a</span>
<span class="go">tensor([[ 0.9935, -0.6353, 1.5806],</span>
<span class="go"> [ -0.6353, 0.8769, -1.7183],</span>
<span class="go"> [ 1.5806, -1.7183, 10.6618]])</span>
<span class="gp">>>> </span><span class="n">torch</span><span class="o">.</span><span class="n">cholesky_inverse</span><span class="p">(</span><span class="n">u</span><span class="p">)</span>
<span class="go">tensor([[ 1.9314, 1.2251, -0.0889],</span>
<span class="go"> [ 1.2251, 2.4439, 0.2122],</span>
<span class="go"> [-0.0889, 0.2122, 0.1412]])</span>
<span class="gp">>>> </span><span class="n">a</span><span class="o">.</span><span class="n">inverse</span><span class="p">()</span>
<span class="go">tensor([[ 1.9314, 1.2251, -0.0889],</span>
<span class="go"> [ 1.2251, 2.4439, 0.2122],</span>
<span class="go"> [-0.0889, 0.2122, 0.1412]])</span>
</pre></div>
</div>
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