View source on GitHub |

Combines one or more `LinearOperators`

in to a Block Diagonal matrix.

Inherits From: `LinearOperator`

tf.linalg.LinearOperatorBlockDiag( operators, is_non_singular=None, is_self_adjoint=None, is_positive_definite=None, is_square=True, name=None )

This operator combines one or more linear operators `[op1,...,opJ]`

, building a new `LinearOperator`

, whose underlying matrix representation is square and has each operator `opi`

on the main diagonal, and zero's elsewhere.

If `opj`

acts like a [batch] square matrix `Aj`

, then `op_combined`

acts like the [batch] square matrix formed by having each matrix `Aj`

on the main diagonal.

Each `opj`

is required to represent a square matrix, and hence will have shape `batch_shape_j + [M_j, M_j]`

.

If `opj`

has shape `batch_shape_j + [M_j, M_j]`

, then the combined operator has shape `broadcast_batch_shape + [sum M_j, sum M_j]`

, where `broadcast_batch_shape`

is the mutual broadcast of `batch_shape_j`

, `j = 1,...,J`

, assuming the intermediate batch shapes broadcast. Even if the combined shape is well defined, the combined operator's methods may fail due to lack of broadcasting ability in the defining operators' methods.

# Create a 4 x 4 linear operator combined of two 2 x 2 operators. operator_1 = LinearOperatorFullMatrix([[1., 2.], [3., 4.]]) operator_2 = LinearOperatorFullMatrix([[1., 0.], [0., 1.]]) operator = LinearOperatorBlockDiag([operator_1, operator_2]) operator.to_dense() ==> [[1., 2., 0., 0.], [3., 4., 0., 0.], [0., 0., 1., 0.], [0., 0., 0., 1.]] operator.shape ==> [4, 4] operator.log_abs_determinant() ==> scalar Tensor x1 = ... # Shape [2, 2] Tensor x2 = ... # Shape [2, 2] Tensor x = tf.concat([x1, x2], 0) # Shape [2, 4] Tensor operator.matmul(x) ==> tf.concat([operator_1.matmul(x1), operator_2.matmul(x2)]) # Create a [2, 3] batch of 4 x 4 linear operators. matrix_44 = tf.random.normal(shape=[2, 3, 4, 4]) operator_44 = LinearOperatorFullMatrix(matrix) # Create a [1, 3] batch of 5 x 5 linear operators. matrix_55 = tf.random.normal(shape=[1, 3, 5, 5]) operator_55 = LinearOperatorFullMatrix(matrix_55) # Combine to create a [2, 3] batch of 9 x 9 operators. operator_99 = LinearOperatorBlockDiag([operator_44, operator_55]) # Create a shape [2, 3, 9] vector. x = tf.random.normal(shape=[2, 3, 9]) operator_99.matmul(x) ==> Shape [2, 3, 9] Tensor

The performance of `LinearOperatorBlockDiag`

on any operation is equal to the sum of the individual operators' operations.

This `LinearOperator`

is initialized with boolean flags of the form `is_X`

, for `X = non_singular, self_adjoint, positive_definite, 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 | |
---|---|

`operators` | Iterable of `LinearOperator` objects, each with the same `dtype` and composable shape. |

`is_non_singular` | Expect that this operator is non-singular. |

`is_self_adjoint` | Expect that this operator is equal to its hermitian transpose. |

`is_positive_definite` | Expect that this operator is positive definite, meaning 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. See: https://en.wikipedia.org/wiki/Positive-definite_matrix#Extension_for_non-symmetric_matrices |

`is_square` | Expect that this operator acts like square [batch] matrices. This is true by default, and will raise a `ValueError` otherwise. |

`name` | A name for this `LinearOperator` . Default is the individual operators names joined with `_o_` . |

Raises | |
---|---|

`TypeError` | If all operators do not have the same `dtype` . |

`ValueError` | If `operators` is empty or are non-square. |

Attributes | |
---|---|

`H` | Returns the adjoint of the current `LinearOperator` . Given |

`batch_shape` | `TensorShape` of batch dimensions of this `LinearOperator` . If this operator acts like the batch matrix |

`domain_dimension` | Dimension (in the sense of vector spaces) of the domain of this operator. If this operator acts like the batch matrix |

`dtype` | The `DType` of `Tensor` s handled by this `LinearOperator` . |

`graph_parents` | List of graph dependencies of this `LinearOperator` . |

`is_non_singular` | |

`is_positive_definite` | |

`is_self_adjoint` | |

`is_square` | Return `True/False` depending on if this operator is square. |

`operators` | |

`range_dimension` | Dimension (in the sense of vector spaces) of the range of this operator. If this operator acts like the batch matrix |

`shape` | `TensorShape` of this `LinearOperator` . If this operator acts like the batch matrix |

`tensor_rank` | Rank (in the sense of tensors) of matrix corresponding to this operator. If this operator acts like the batch matrix |

`add_to_tensor`

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`

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`

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`

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`

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`

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`

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. |

`determinant`

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`

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`

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` |

`inverse`

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`

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`

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`

matvec( x, adjoint=False, name='matvec' )

Transform [batch] vector `x`

with left multiplication: `x --> Ax`

.

# Make an operator acting like batch matric 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`

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`

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`

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.

# 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`

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.

# 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`

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`

to_dense( name='to_dense' )

Return a dense (batch) matrix representing this operator.

`trace`

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` . |

© 2020 The TensorFlow Authors. All rights reserved.

Licensed under the Creative Commons Attribution License 3.0.

Code samples licensed under the Apache 2.0 License.

https://www.tensorflow.org/versions/r1.15/api_docs/python/tf/linalg/LinearOperatorBlockDiag