Cholesky_solve

Usage

torch_cholesky_solve(self, input2, upper = FALSE)

Arguments

self

(Tensor) input matrix $$b$$ of size $$(*, m, k)$$, where $$*$$ is zero or more batch dimensions

input2

(Tensor) input matrix $$u$$ of size $$(*, m, m)$$, where $$*$$ is zero of more batch dimensions composed of upper or lower triangular Cholesky factor

upper

(bool, optional) whether to consider the Cholesky factor as a lower or upper triangular matrix. Default: FALSE.

cholesky_solve(input, input2, upper=False, out=NULL) -> Tensor

Solves a linear system of equations with a positive semidefinite matrix to be inverted given its Cholesky factor matrix $$u$$.

If upper is FALSE, $$u$$ is and lower triangular and c is returned such that:

$$c = (u u^T)^{{-1}} b$$ If upper is TRUE or not provided, $$u$$ is upper triangular and c is returned such that:

$$c = (u^T u)^{{-1}} b$$ torch_cholesky_solve(b, u) can take in 2D inputs b, u or inputs that are batches of 2D matrices. If the inputs are batches, then returns batched outputs c

Examples

if (torch_is_installed()) {

a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) # make symmetric positive definite u = torch_cholesky(a) a b = torch_randn(c(3, 2)) b torch_cholesky_solve(b, u) torch_mm(a$inverse(), b)
}
#> torch_tensor
#>  5.7628  2.1661
#>  1.8217  0.5086
#> -6.3133 -1.1261
#> [ CPUFloatType{3,2} ]