tf.linalg.cholesky_solve  |  TensorFlow v2.16.1 (original) (raw)

tf.linalg.cholesky_solve

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Solves systems of linear eqns A X = RHS, given Cholesky factorizations.

View aliases

Compat aliases for migration

SeeMigration guide for more details.

tf.compat.v1.cholesky_solve, tf.compat.v1.linalg.cholesky_solve

tf.linalg.cholesky_solve(
    chol, rhs, name=None
)

Used in the notebooks

Specifically, returns X from A X = RHS, where A = L L^T, L is thechol arg and RHS is the rhs arg.

# Solve 10 separate 2x2 linear systems:
A = ... # shape 10 x 2 x 2
RHS = ... # shape 10 x 2 x 1
chol = tf.linalg.cholesky(A)  # shape 10 x 2 x 2
X = tf.linalg.cholesky_solve(chol, RHS)  # shape 10 x 2 x 1
# tf.matmul(A, X) ~ RHS
X[3, :, 0]  # Solution to the linear system A[3, :, :] x = RHS[3, :, 0]

# Solve five linear systems (K = 5) for every member of the length 10 batch.
A = ... # shape 10 x 2 x 2
RHS = ... # shape 10 x 2 x 5
...
X[3, :, 2]  # Solution to the linear system A[3, :, :] x = RHS[3, :, 2]