tfp.substrates.numpy.math.hpsd_solve
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Computes matrix^-1 rhs, where matrix is HPSD.
tfp.substrates.numpy.math.hpsd_solve(
matrix, rhs, cholesky_matrix=None
)
Given matrix and rhs, computes matrix^-1 rhs, where
matrix is a Hermitian positive semi-definite matrix.
Args |
|---|
matrix
|
Floating-point Tensor of shape [..., N, N]. Represents
a Hermitian positive semi-definite matrix.
|
rhs
|
Floating-point Tensor of shape [..., N, K].
|
cholesky_matrix
|
(Optional) Floating-point Tensor of shape [..., N, N]
that represents a Cholesky factor of matrix.
|
Returns |
|---|
hpsd_solve
|
Tensor of shape [..., N, K].
|
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Last updated 2023-11-21 UTC.
[null,null,["Last updated 2023-11-21 UTC."],[],[],null,["# tfp.substrates.numpy.math.hpsd_solve\n\n\u003cbr /\u003e\n\n|----------------------------------------------------------------------------------------------------------------------------------------------------|\n| [View source on GitHub](https://github.com/tensorflow/probability/blob/v0.23.0/tensorflow_probability/substrates/numpy/math/linalg.py#L1347-L1370) |\n\nComputes `matrix^-1 rhs`, where `matrix` is HPSD.\n\n#### View aliases\n\n\n**Main aliases**\n\n[`tfp.experimental.substrates.numpy.math.hpsd_solve`](https://www.tensorflow.org/probability/api_docs/python/tfp/substrates/numpy/math/hpsd_solve)\n\n\u003cbr /\u003e\n\n tfp.substrates.numpy.math.hpsd_solve(\n matrix, rhs, cholesky_matrix=None\n )\n\nGiven `matrix` and `rhs`, computes `matrix^-1 rhs`, where\n`matrix` is a Hermitian positive semi-definite matrix.\n\n\u003cbr /\u003e\n\n\u003cbr /\u003e\n\n\u003cbr /\u003e\n\n| Args ---- ||\n|-------------------|----------------------------------------------------------------------------------------------------------|\n| `matrix` | Floating-point `Tensor` of shape `[..., N, N]`. Represents a Hermitian positive semi-definite matrix. |\n| `rhs` | Floating-point `Tensor` of shape `[..., N, K]`. |\n| `cholesky_matrix` | (Optional) Floating-point `Tensor` of shape `[..., N, N]` that represents a Cholesky factor of `matrix`. |\n\n\u003cbr /\u003e\n\n\u003cbr /\u003e\n\n\u003cbr /\u003e\n\n\u003cbr /\u003e\n\n| Returns ------- ||\n|--------------|----------------------------------|\n| `hpsd_solve` | `Tensor` of shape `[..., N, K]`. |\n\n\u003cbr /\u003e"]]
View source on GitHub