Cholesky_inverse

Usage

torch_cholesky_inverse(self, upper = FALSE)

Arguments

self: (Tensor) the input 2-D tensor $u$, a upper or lower triangular Cholesky factor
upper: (bool, optional) whether to return a lower (default) or upper triangular matrix

cholesky_inverse(input, upper=False, out=NULL) -> Tensor

Computes the inverse of a symmetric positive-definite matrix $A$ using its Cholesky factor $u$: returns matrix inv. The inverse is computed using LAPACK routines dpotri and spotri (and the corresponding MAGMA routines).

If upper is FALSE, $u$ is lower triangular such that the returned tensor is

$$ inv = (uu^{{T}})^{{-1}} $$ If upper is TRUE or not provided, $u$ is upper triangular such that the returned tensor is

$$ inv = (u^T u)^{{-1}} $$

Examples

if (torch_is_installed()) {

if (FALSE) { # \dontrun{
a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) + 1e-05 * torch_eye(3) # make symmetric positive definite
u = torch_cholesky(a)
a
torch_cholesky_inverse(u)
a$inverse()
} # }
}