tfp.math.hpsd_quadratic_form_solvevec | TensorFlow Probability (original) (raw)
tfp.math.hpsd_quadratic_form_solvevec
Computes rhs^T matrix^-1 rhs, where matrix is HPSD.
tfp.math.hpsd_quadratic_form_solvevec(
matrix, rhs, cholesky_matrix=None
)
Given matrix and rhs, computes rhs^T @ matrix^-1 rhs, wherematrix 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]. |
| cholesky_matrix | (Optional) Floating-point Tensor of shape [..., N, N]that represents a Cholesky factor of matrix. |
| Returns | |
|---|---|
| hpsd_quadratic_form_solvevec | Scalar Tensor. |
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Last updated 2023-11-21 UTC.