Cholesky_solve
Cholesky_solve
torch_cholesky_solve(self, input2, upper = FALSE)
self |
(Tensor) input matrix b of size (*, m, k), where * is zero or more batch dimensions |
input2 |
(Tensor) input matrix u of size (*, m, m), where * is zero of more batch dimensions composed of upper or lower triangular Cholesky factor |
upper |
(bool, optional) whether to consider the Cholesky factor as a lower or upper triangular matrix. Default: |
Solves a linear system of equations with a positive semidefinite matrix to be inverted given its Cholesky factor matrix u.
If upper is FALSE, u is and lower triangular and c is
returned such that:
c = (u u^T)^{{-1}} b
If upper is TRUE or not provided, u is upper triangular
and c is returned such that:
c = (u^T u)^{{-1}} b
torch_cholesky_solve(b, u) can take in 2D inputs b, u or inputs that are
batches of 2D matrices. If the inputs are batches, then returns
batched outputs c
if (torch_is_installed()) {
a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) # make symmetric positive definite
u = torch_cholesky(a)
a
b = torch_randn(c(3, 2))
b
torch_cholesky_solve(b, u)
torch_mm(a$inverse(), b)
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