Cholesky_inverse
Cholesky_inverse
torch_cholesky_inverse(self, upper = FALSE)
self |
(Tensor) the input 2-D tensor u, a upper or lower triangular Cholesky factor |
upper |
(bool, optional) whether to return a lower (default) or upper triangular matrix |
Computes the inverse of a symmetric positive-definite matrix A using its
Cholesky factor u: returns matrix inv. The inverse is computed using
LAPACK routines dpotri and spotri (and the corresponding MAGMA routines).
If upper is FALSE, u is lower triangular
such that the returned tensor is
inv = (uu^{{T}})^{{-1}}
If upper is TRUE or not provided, u is upper
triangular such that the returned tensor is
inv = (u^T u)^{{-1}}
if (torch_is_installed()) {
## Not run:
a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) + 1e-05 * torch_eye(3) # make symmetric positive definite
u = torch_cholesky(a)
a
torch_cholesky_inverse(u)
a$inverse()
## End(Not run)
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