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LinearOperator acting like a [batch] square identity matrix.
tf.linalg.LinearOperatorIdentity(
num_rows, batch_shape=None, dtype=None, is_non_singular=True,
is_self_adjoint=True, is_positive_definite=True, is_square=True,
assert_proper_shapes=False, name='LinearOperatorIdentity'
)
This operator acts like a [batch] identity matrix A with shape [B1,...,Bb, N, N] for some b >= 0. The first b indices index a batch member. For every batch index (i1,...,ib), A[i1,...,ib, : :] is an N x N matrix. This matrix A is not materialized, but for purposes of broadcasting this shape will be relevant.
LinearOperatorIdentity is initialized with num_rows, and optionally batch_shape, and dtype arguments. If batch_shape is None, this operator efficiently passes through all arguments. If batch_shape is provided, broadcasting may occur, which will require making copies.
# Create a 2 x 2 identity matrix.
operator = LinearOperatorIdentity(num_rows=2, dtype=tf.float32)
operator.to_dense()
==> [[1., 0.]
[0., 1.]]
operator.shape
==> [2, 2]
operator.log_abs_determinant()
==> 0.
x = ... Shape [2, 4] Tensor
operator.matmul(x)
==> Shape [2, 4] Tensor, same as x.
y = tf.random.normal(shape=[3, 2, 4])
# Note that y.shape is compatible with operator.shape because operator.shape
# is broadcast to [3, 2, 2].
# This broadcast does NOT require copying data, since we can infer that y
# will be passed through without changing shape. We are always able to infer
# this if the operator has no batch_shape.
x = operator.solve(y)
==> Shape [3, 2, 4] Tensor, same as y.
# Create a 2-batch of 2x2 identity matrices
operator = LinearOperatorIdentity(num_rows=2, batch_shape=[2])
operator.to_dense()
==> [[[1., 0.]
[0., 1.]],
[[1., 0.]
[0., 1.]]]
# Here, even though the operator has a batch shape, the input is the same as
# the output, so x can be passed through without a copy. The operator is able
# to detect that no broadcast is necessary because both x and the operator
# have statically defined shape.
x = ... Shape [2, 2, 3]
operator.matmul(x)
==> Shape [2, 2, 3] Tensor, same as x
# Here the operator and x have different batch_shape, and are broadcast.
# This requires a copy, since the output is different size than the input.
x = ... Shape [1, 2, 3]
operator.matmul(x)
==> Shape [2, 2, 3] Tensor, equal to [x, x]
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] + [N, N], with b >= 0 x.shape = [C1,...,Cc] + [N, R], and [C1,...,Cc] broadcasts with [B1,...,Bb] to [D1,...,Dd]
If batch_shape initialization arg is None:
operator.matmul(x) is O(1)
operator.solve(x) is O(1)
operator.determinant() is O(1)
If batch_shape initialization arg is provided, and static checks cannot rule out the need to broadcast:
operator.matmul(x) is O(D1*...*Dd*N*R)
operator.solve(x) is O(D1*...*Dd*N*R)
operator.determinant() is O(B1*...*Bb)
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:
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.is_X == False, callers should expect the operator to not have X.is_X == None (the default), callers should have no expectation either way.| Args | |
|---|---|
num_rows | Scalar non-negative integer Tensor. Number of rows in the corresponding identity matrix. |
batch_shape | Optional 1-D integer Tensor. The shape of the leading dimensions. If None, this operator has no leading dimensions. |
dtype | Data type of the matrix that this operator represents. |
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. |
assert_proper_shapes | Python bool. If False, only perform static checks that initialization and method arguments have proper shape. If True, and static checks are inconclusive, add asserts to the graph. |
name | A name for this LinearOperator |
| Raises | |
|---|---|
ValueError | If num_rows is determined statically to be non-scalar, or negative. |
ValueError | If batch_shape is determined statically to not be 1-D, or negative. |
ValueError | If any of the following is not True: {is_self_adjoint, is_non_singular, is_positive_definite}. |
TypeError | If num_rows or batch_shape is ref-type (e.g. Variable). |
| 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 Tensors 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. |
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(
mat, name='add_to_tensor'
)
Add matrix represented by this operator to mat. Equiv to I + mat.
| Args | |
|---|---|
mat | Tensor with same dtype and shape broadcastable to self. |
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/LinearOperatorIdentity