Computes the reverse mode backpropagated gradient of the Cholesky algorithm.
tf.raw_ops.CholeskyGrad( l, grad, name=None )
For an explanation see "Differentiation of the Cholesky algorithm" by Iain Murray http://arxiv.org/abs/1602.07527
Args | |
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l | A Tensor . Must be one of the following types: half , float32 , float64 . Output of batch Cholesky algorithm l = cholesky(A). Shape is [..., M, M] . Algorithm depends only on lower triangular part of the innermost matrices of this tensor. |
grad | A Tensor . Must have the same type as l . df/dl where f is some scalar function. Shape is [..., M, M] . Algorithm depends only on lower triangular part of the innermost matrices of this tensor. |
name | A name for the operation (optional). |
Returns | |
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A Tensor . Has the same type as l . |
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Licensed under the Creative Commons Attribution License 3.0.
Code samples licensed under the Apache 2.0 License.
https://www.tensorflow.org/versions/r2.3/api_docs/python/tf/raw_ops/CholeskyGrad