tf.linalg.LinearOperatorLowRankUpdate     View source on GitHub    Perturb a LinearOperator with a rank K update. Inherits From: LinearOperator, Module  View aliases  Compat aliases for migration 
See Migration guide for more details. tf.compat.v1.linalg.LinearOperatorLowRankUpdate  
tf.linalg.LinearOperatorLowRankUpdate(
    base_operator, u, diag_update=None, v=None, is_diag_update_positive=None,
    is_non_singular=None, is_self_adjoint=None, is_positive_definite=None,
    is_square=None, name='LinearOperatorLowRankUpdate'
)
 This operator acts like a [batch] matrix A with shape [B1,...,Bb, M, N] for some b >= 0. The first b indices index a batch member. For every batch index (i1,...,ib), A[i1,...,ib, : :] is an M x N matrix. LinearOperatorLowRankUpdate represents A = L + U D V^H, where L, is a LinearOperator representing [batch] M x N matrices
U, is a [batch] M x K matrix.  Typically K << M.
D, is a [batch] K x K matrix.
V, is a [batch] N x K matrix.  Typically K << N.
V^H is the Hermitian transpose (adjoint) of V.
 If M = N, determinants and solves are done using the matrix determinant lemma and Woodbury identities, and thus require L and D to be non-singular. Solves and determinants will be attempted unless the "is_non_singular" property of L and D is False. In the event that L and D are positive-definite, and U = V, solves and determinants can be done using a Cholesky factorization. # Create a 3 x 3 diagonal linear operator.
diag_operator = LinearOperatorDiag(
    diag_update=[1., 2., 3.], is_non_singular=True, is_self_adjoint=True,
    is_positive_definite=True)

# Perturb with a rank 2 perturbation
operator = LinearOperatorLowRankUpdate(
    operator=diag_operator,
    u=[[1., 2.], [-1., 3.], [0., 0.]],
    diag_update=[11., 12.],
    v=[[1., 2.], [-1., 3.], [10., 10.]])

operator.shape
==> [3, 3]

operator.log_abs_determinant()
==> scalar Tensor

x = ... Shape [3, 4] Tensor
operator.matmul(x)
==> Shape [3, 4] Tensor
 Shape compatibility This operator acts on [batch] matrix with compatible shape. x is a batch matrix with compatible shape for matmul and solve if operator.shape = [B1,...,Bb] + [M, N],  with b >= 0
x.shape =        [B1,...,Bb] + [N, R],  with R >= 0.
 Performance Suppose operator is a LinearOperatorLowRankUpdate of shape [M, N], made from a rank K update of base_operator which performs .matmul(x) on x having x.shape = [N, R] with O(L_matmul*N*R) complexity (and similarly for solve, determinant. Then, if x.shape = [N, R],  
operator.matmul(x) is O(L_matmul*N*R + K*N*R)
  and if M = N,  
operator.solve(x) is O(L_matmul*N*R + N*K*R + K^2*R + K^3)
 
operator.determinant() is O(L_determinant + L_solve*N*K + K^2*N + K^3)
  If instead operator and x have shape [B1,...,Bb, M, N] and [B1,...,Bb, N, R], every operation increases in complexity by B1*...*Bb. Matrix property hints This LinearOperator is initialized with boolean flags of the form is_X, for X = non_singular, self_adjoint, positive_definite, diag_update_positive and square. These have the following meaning:  If is_X == True, callers should expect the operator to have the property X. This is a promise that should be fulfilled, but is not a runtime assert. For example, finite floating point precision may result in these promises being violated. If is_X == False, callers should expect the operator to not have X. If is_X == None (the default), callers should have no expectation either way. 
 


 Args
  base_operator   Shape [B1,...,Bb, M, N].  
  u   Shape [B1,...,Bb, M, K] Tensor of same dtype as base_operator. This is U above.  
  diag_update   Optional shape [B1,...,Bb, K] Tensor with same dtype as base_operator. This is the diagonal of D above. Defaults to D being the identity operator.  
  v   Optional Tensor of same dtype as u and shape [B1,...,Bb, N, K] Defaults to v = u, in which case the perturbation is symmetric. If M != N, then v must be set since the perturbation is not square.  
  is_diag_update_positive   Python bool. If True, expect diag_update > 0.  
  is_non_singular   Expect that this operator is non-singular. Default is None, unless is_positive_definite is auto-set to be True (see below).  
  is_self_adjoint   Expect that this operator is equal to its hermitian transpose. Default is None, unless base_operator is self-adjoint and v = None (meaning u=v), in which case this defaults to True.  
  is_positive_definite   Expect that this operator is positive definite. Default is None, unless base_operator is positive-definite v = None (meaning u=v), and is_diag_update_positive, in which case this defaults to True. Note that we say an operator is positive definite when the quadratic form x^H A x has positive real part for all nonzero x.  
  is_square   Expect that this operator acts like square [batch] matrices.  
  name   A name for this LinearOperator.   
 


 Raises
  ValueError   If is_X flags are set in an inconsistent way.   
 


 Attributes
  H   Returns the adjoint of the current LinearOperator. Given A representing this LinearOperator, return A*. Note that calling self.adjoint() and self.H are equivalent. 
 
  base_operator   If this operator is A = L + U D V^H, this is the L.  
  batch_shape   TensorShape of batch dimensions of this LinearOperator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns TensorShape([B1,...,Bb]), equivalent to A.shape[:-2] 
 
  diag_operator   If this operator is A = L + U D V^H, this is D.  
  diag_update   If this operator is A = L + U D V^H, this is the diagonal of D.  
  domain_dimension   Dimension (in the sense of vector spaces) of the domain of this operator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns N. 
 
  dtype   The DType of Tensors handled by this LinearOperator.  
  graph_parents   List of graph dependencies of this LinearOperator. (deprecated) Warning: THIS FUNCTION IS DEPRECATED. It will be removed in a future version. Instructions for updating: Do not call graph_parents. 
 
  is_diag_update_positive   If this operator is A = L + U D V^H, this hints D > 0 elementwise.  
  is_non_singular  
 
  is_positive_definite  
 
  is_self_adjoint  
 
  is_square   Return True/False depending on if this operator is square.  
  parameters   Dictionary of parameters used to instantiate this LinearOperator.  
  range_dimension   Dimension (in the sense of vector spaces) of the range of this operator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns M. 
 
  shape   TensorShape of this LinearOperator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns TensorShape([B1,...,Bb, M, N]), equivalent to A.shape. 
 
  tensor_rank   Rank (in the sense of tensors) of matrix corresponding to this operator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns b + 2. 
 
  u   If this operator is A = L + U D V^H, this is the U.  
  v   If this operator is A = L + U D V^H, this is the V.    Methods add_to_tensor View source 
add_to_tensor(
    x, name='add_to_tensor'
)
 Add matrix represented by this operator to x. Equivalent to A + x.
 


 Args
  x   Tensor with same dtype and shape broadcastable to self.shape.  
  name   A name to give this Op.   
 


 Returns   A Tensor with broadcast shape and same dtype as self.  
 adjoint View source 
adjoint(
    name='adjoint'
)
 Returns the adjoint of the current LinearOperator. Given A representing this LinearOperator, return A*. Note that calling self.adjoint() and self.H are equivalent.
 


 Args
  name   A name for this Op.   
 


 Returns   LinearOperator which represents the adjoint of this LinearOperator.  
 assert_non_singular View source 
assert_non_singular(
    name='assert_non_singular'
)
 Returns an Op that asserts this operator is non singular. This operator is considered non-singular if ConditionNumber < max{100, range_dimension, domain_dimension} * eps,
eps := np.finfo(self.dtype.as_numpy_dtype).eps

 


 Args
  name   A string name to prepend to created ops.   
 


 Returns   An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is singular.  
 assert_positive_definite View source 
assert_positive_definite(
    name='assert_positive_definite'
)
 Returns an Op that asserts this operator is positive definite. Here, positive definite means that the quadratic form x^H A x has positive real part for all nonzero x. Note that we do not require the operator to be self-adjoint to be positive definite.
 


 Args
  name   A name to give this Op.   
 


 Returns   An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not positive definite.  
 assert_self_adjoint View source 
assert_self_adjoint(
    name='assert_self_adjoint'
)
 Returns an Op that asserts this operator is self-adjoint. Here we check that this operator is exactly equal to its hermitian transpose.
 


 Args
  name   A string name to prepend to created ops.   
 


 Returns   An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not self-adjoint.  
 batch_shape_tensor View source 
batch_shape_tensor(
    name='batch_shape_tensor'
)
 Shape of batch dimensions of this operator, determined at runtime. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns a Tensor holding [B1,...,Bb].
 


 Args
  name   A name for this Op.   
 


 Returns   int32 Tensor  
 cholesky View source 
cholesky(
    name='cholesky'
)
 Returns a Cholesky factor as a LinearOperator. Given A representing this LinearOperator, if A is positive definite self-adjoint, return L, where A = L L^T, i.e. the cholesky decomposition.
 


 Args
  name   A name for this Op.   
 


 Returns   LinearOperator which represents the lower triangular matrix in the Cholesky decomposition.  

 


 Raises
  ValueError   When the LinearOperator is not hinted to be positive definite and self adjoint.    cond View source 
cond(
    name='cond'
)
 Returns the condition number of this linear operator.
 


 Args
  name   A name for this Op.   
 


 Returns   Shape [B1,...,Bb] Tensor of same dtype as self.  
 determinant View source 
determinant(
    name='det'
)
 Determinant for every batch member.
 


 Args
  name   A name for this Op.   
 


 Returns   Tensor with shape self.batch_shape and same dtype as self.  

 


 Raises
  NotImplementedError   If self.is_square is False.    diag_part View source 
diag_part(
    name='diag_part'
)
 Efficiently get the [batch] diagonal part of this operator. If this operator has shape [B1,...,Bb, M, N], this returns a Tensor diagonal, of shape [B1,...,Bb, min(M, N)], where diagonal[b1,...,bb, i] = self.to_dense()[b1,...,bb, i, i]. my_operator = LinearOperatorDiag([1., 2.])

# Efficiently get the diagonal
my_operator.diag_part()
==> [1., 2.]

# Equivalent, but inefficient method
tf.linalg.diag_part(my_operator.to_dense())
==> [1., 2.]

 


 Args
  name   A name for this Op.   
 


 Returns
  diag_part   A Tensor of same dtype as self.    domain_dimension_tensor View source 
domain_dimension_tensor(
    name='domain_dimension_tensor'
)
 Dimension (in the sense of vector spaces) of the domain of this operator. Determined at runtime. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns N.
 


 Args
  name   A name for this Op.   
 


 Returns   int32 Tensor  
 eigvals View source 
eigvals(
    name='eigvals'
)
 Returns the eigenvalues of this linear operator. If the operator is marked as self-adjoint (via is_self_adjoint) this computation can be more efficient. 
Note: This currently only supports self-adjoint operators.

 


 Args
  name   A name for this Op.   
 


 Returns   Shape [B1,...,Bb, N] Tensor of same dtype as self.  
 inverse View source 
inverse(
    name='inverse'
)
 Returns the Inverse of this LinearOperator. Given A representing this LinearOperator, return a LinearOperator representing A^-1.
 


 Args
  name   A name scope to use for ops added by this method.   
 


 Returns   LinearOperator representing inverse of this matrix.  

 


 Raises
  ValueError   When the LinearOperator is not hinted to be non_singular.    log_abs_determinant View source 
log_abs_determinant(
    name='log_abs_det'
)
 Log absolute value of determinant for every batch member.
 


 Args
  name   A name for this Op.   
 


 Returns   Tensor with shape self.batch_shape and same dtype as self.  

 


 Raises
  NotImplementedError   If self.is_square is False.    matmul View source 
matmul(
    x, adjoint=False, adjoint_arg=False, name='matmul'
)
 Transform [batch] matrix x with left multiplication: x --> Ax. # Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

X = ... # shape [..., N, R], batch matrix, R > 0.

Y = operator.matmul(X)
Y.shape
==> [..., M, R]

Y[..., :, r] = sum_j A[..., :, j] X[j, r]

 


 Args
  x   LinearOperator or Tensor with compatible shape and same dtype as self. See class docstring for definition of compatibility.  
  adjoint   Python bool. If True, left multiply by the adjoint: A^H x.  
  adjoint_arg   Python bool. If True, compute A x^H where x^H is the hermitian transpose (transposition and complex conjugation).  
  name   A name for this Op.   
 


 Returns   A LinearOperator or Tensor with shape [..., M, R] and same dtype as self.  
 matvec View source 
matvec(
    x, adjoint=False, name='matvec'
)
 Transform [batch] vector x with left multiplication: x --> Ax. # Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)

X = ... # shape [..., N], batch vector

Y = operator.matvec(X)
Y.shape
==> [..., M]

Y[..., :] = sum_j A[..., :, j] X[..., j]

 


 Args
  x   Tensor with compatible shape and same dtype as self. x is treated as a [batch] vector meaning for every set of leading dimensions, the last dimension defines a vector. See class docstring for definition of compatibility.  
  adjoint   Python bool. If True, left multiply by the adjoint: A^H x.  
  name   A name for this Op.   
 


 Returns   A Tensor with shape [..., M] and same dtype as self.  
 range_dimension_tensor View source 
range_dimension_tensor(
    name='range_dimension_tensor'
)
 Dimension (in the sense of vector spaces) of the range of this operator. Determined at runtime. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns M.
 


 Args
  name   A name for this Op.   
 


 Returns   int32 Tensor  
 shape_tensor View source 
shape_tensor(
    name='shape_tensor'
)
 Shape of this LinearOperator, determined at runtime. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns a Tensor holding [B1,...,Bb, M, N], equivalent to tf.shape(A).
 


 Args
  name   A name for this Op.   
 


 Returns   int32 Tensor  
 solve View source 
solve(
    rhs, adjoint=False, adjoint_arg=False, name='solve'
)
 Solve (exact or approx) R (batch) systems of equations: A X = rhs. The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details. Examples: # Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve R > 0 linear systems for every member of the batch.
RHS = ... # shape [..., M, R]

X = operator.solve(RHS)
# X[..., :, r] is the solution to the r'th linear system
# sum_j A[..., :, j] X[..., j, r] = RHS[..., :, r]

operator.matmul(X)
==> RHS

 


 Args
  rhs   Tensor with same dtype as this operator and compatible shape. rhs is treated like a [batch] matrix meaning for every set of leading dimensions, the last two dimensions defines a matrix. See class docstring for definition of compatibility.  
  adjoint   Python bool. If True, solve the system involving the adjoint of this LinearOperator: A^H X = rhs.  
  adjoint_arg   Python bool. If True, solve A X = rhs^H where rhs^H is the hermitian transpose (transposition and complex conjugation).  
  name   A name scope to use for ops added by this method.   
 


 Returns   Tensor with shape [...,N, R] and same dtype as rhs.  

 


 Raises
  NotImplementedError   If self.is_non_singular or is_square is False.    solvevec View source 
solvevec(
    rhs, adjoint=False, name='solve'
)
 Solve single equation with best effort: A X = rhs. The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details. Examples: # Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve one linear system for every member of the batch.
RHS = ... # shape [..., M]

X = operator.solvevec(RHS)
# X is the solution to the linear system
# sum_j A[..., :, j] X[..., j] = RHS[..., :]

operator.matvec(X)
==> RHS

 


 Args
  rhs   Tensor with same dtype as this operator. rhs is treated like a [batch] vector meaning for every set of leading dimensions, the last dimension defines a vector. See class docstring for definition of compatibility regarding batch dimensions.  
  adjoint   Python bool. If True, solve the system involving the adjoint of this LinearOperator: A^H X = rhs.  
  name   A name scope to use for ops added by this method.   
 


 Returns   Tensor with shape [...,N] and same dtype as rhs.  

 


 Raises
  NotImplementedError   If self.is_non_singular or is_square is False.    tensor_rank_tensor View source 
tensor_rank_tensor(
    name='tensor_rank_tensor'
)
 Rank (in the sense of tensors) of matrix corresponding to this operator. If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns b + 2.
 


 Args
  name   A name for this Op.   
 


 Returns   int32 Tensor, determined at runtime.  
 to_dense View source 
to_dense(
    name='to_dense'
)
 Return a dense (batch) matrix representing this operator. trace View source 
trace(
    name='trace'
)
 Trace of the linear operator, equal to sum of self.diag_part(). If the operator is square, this is also the sum of the eigenvalues.
 


 Args
  name   A name for this Op.   
 


 Returns   Shape [B1,...,Bb] Tensor of same dtype as self.  
 __matmul__ View source 
__matmul__(
    other
)