LinearOperatorBlockDiag
Inherits From: LinearOperator
Defined in tensorflow/contrib/linalg/python/ops/linear_operator_block_diag.py
.
Combines one or more LinearOperators
in to a Block Diagonal matrix.
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:
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.batch_shape
TensorShape
of batch dimensions of this LinearOperator
.
If this operator acts like the batch matrix A
with A.shape = [B1,...,Bb, M, N]
, then this returns TensorShape([B1,...,Bb])
, equivalent to A.get_shape()[:-2]
TensorShape
, statically determined, may be undefined.
domain_dimension
Dimension (in the sense of vector spaces) of the domain of this operator.
If this operator acts like the batch matrix A
with A.shape = [B1,...,Bb, M, N]
, then this returns N
.
Dimension
object.
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.
name
Name prepended to all ops created by this LinearOperator
.
operators
range_dimension
Dimension (in the sense of vector spaces) of the range of this operator.
If this operator acts like the batch matrix A
with A.shape = [B1,...,Bb, M, N]
, then this returns M
.
Dimension
object.
shape
TensorShape
of this LinearOperator
.
If this operator acts like the batch matrix A
with A.shape = [B1,...,Bb, M, N]
, then this returns TensorShape([B1,...,Bb, M, N])
, equivalent to A.get_shape()
.
TensorShape
, statically determined, may be undefined.
tensor_rank
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
.
name
: A name for this `Op.Python integer, or None if the tensor rank is undefined.
__init__
__init__( operators, is_non_singular=None, is_self_adjoint=None, is_positive_definite=None, is_square=True, name=None )
Initialize a LinearOperatorBlockDiag
.
LinearOperatorBlockDiag
is initialized with a list of operators [op_1,...,op_J]
.
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_matricesis_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_
.TypeError
: If all operators do not have the same dtype
.ValueError
: If operators
is empty or are non-square.add_to_tensor
add_to_tensor( x, name='add_to_tensor' )
Add matrix represented by this operator to x
. Equivalent to A + x
.
x
: Tensor
with same dtype
and shape broadcastable to self.shape
.name
: A name to give this Op
.A Tensor
with broadcast shape and same dtype
as self
.
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
name
: A string name to prepend to created ops.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.
name
: A name to give this Op
.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.
name
: A string name to prepend to created ops.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]
.
name
: A name for this `Op.int32
Tensor
determinant
determinant(name='det')
Determinant for every batch member.
name
: A name for this `Op.Tensor
with shape self.batch_shape
and same dtype
as self
.
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.matrix_diag_part(my_operator.to_dense()) ==> [1., 2.]
name
: A name for this Op
.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
.
name
: A name for this Op
.int32
Tensor
log_abs_determinant
log_abs_determinant(name='log_abs_det')
Log absolute value of determinant for every batch member.
name
: A name for this `Op.Tensor
with shape self.batch_shape
and same dtype
as self
.
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]
x
: 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.A 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]
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.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
.
name
: A name for this Op
.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)
.
name
: A name for this `Op.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.
Examples:
# 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
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.Tensor
with shape [...,N, R]
and same dtype
as rhs
.
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.
Examples:
# 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
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.Tensor
with shape [...,N]
and same dtype
as rhs
.
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
.
name
: A name for this `Op.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.
name
: A name for this Op
.Shape [B1,...,Bb]
Tensor
of same dtype
as self
.
© 2018 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/api_docs/python/tf/contrib/linalg/LinearOperatorBlockDiag