Python源码示例:tensorflow.python.ops.linalg.matrix_triangular_solve()

示例1
def _MatrixTriangularSolveGrad(op, grad):
  """Gradient for MatrixTriangularSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  lower_a = op.get_attr("lower")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_triangular_solve(
      a, grad, lower=lower_a, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.matmul(c, grad_b, adjoint_b=True)
  else:
    grad_a = -math_ops.matmul(grad_b, c, adjoint_b=True)
  if lower_a:
    grad_a = array_ops.matrix_band_part(grad_a, -1, 0)
  else:
    grad_a = array_ops.matrix_band_part(grad_a, 0, -1)
  return (grad_a, grad_b) 
示例2
def _define_full_covariance_probs(self, shard_id, shard):
    """Defines the full covariance probabilties per example in a class.

    Updates a matrix with dimension num_examples X num_classes.

    Args:
      shard_id: id of the current shard.
      shard: current data shard, 1 X num_examples X dimensions.
    """
    diff = shard - self._means
    cholesky = linalg_ops.cholesky(self._covs + self._min_var)
    log_det_covs = 2.0 * math_ops.reduce_sum(
        math_ops.log(array_ops.matrix_diag_part(cholesky)), 1)
    x_mu_cov = math_ops.square(
        linalg_ops.matrix_triangular_solve(
            cholesky, array_ops.transpose(
                diff, perm=[0, 2, 1]), lower=True))
    diag_m = array_ops.transpose(math_ops.reduce_sum(x_mu_cov, 1))
    self._probs[shard_id] = -0.5 * (diag_m + math_ops.to_float(self._dimensions)
                                    * math_ops.log(2 * np.pi) + log_det_covs) 
示例3
def sqrt_solve(self, x):
    """Computes `solve(self, x)`.

    Doesn't actually do the sqrt! Named as such to agree with API.

    To compute (M + V D V.T), we use the the Woodbury matrix identity:
      inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
      C = inv(D) + V.T inv(M) V.
    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Args:
      x: `Tensor`

    Returns:
      inv_of_self_times_x: `Tensor`
    """
    minv_x = linalg_ops.matrix_triangular_solve(self._m, x)
    vt_minv_x = math_ops.matmul(self._v, minv_x, transpose_a=True)
    cinv_vt_minv_x = linalg_ops.matrix_solve(
        self._woodbury_sandwiched_term(), vt_minv_x)
    v_cinv_vt_minv_x = math_ops.matmul(self._v, cinv_vt_minv_x)
    minv_v_cinv_vt_minv_x = linalg_ops.matrix_triangular_solve(
        self._m, v_cinv_vt_minv_x)
    return minv_x - minv_v_cinv_vt_minv_x 
示例4
def _woodbury_sandwiched_term(self):
    """Computes the sandwiched term in the Woodbury identity.

    Computes the "`C`" in the the identity:
       inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
       C = inv(D) + V.T inv(M) V.

    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Returns:
      woodbury_sandwich_term: A `Tensor` to be used like `C`, above.
    """
    minv_v = linalg_ops.matrix_triangular_solve(self._m, self._v)
    vt_minv_v = math_ops.matmul(self._v, minv_v, adjoint_a=True)
    return self._d_inv.add_to_tensor(vt_minv_v) 
示例5
def _MatrixTriangularSolveGrad(op, grad):
  """Gradient for MatrixTriangularSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  lower_a = op.get_attr("lower")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_triangular_solve(
      a, grad, lower=lower_a, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.matmul(c, grad_b, adjoint_b=True)
  else:
    grad_a = -math_ops.matmul(grad_b, c, adjoint_b=True)
  if lower_a:
    grad_a = array_ops.matrix_band_part(grad_a, -1, 0)
  else:
    grad_a = array_ops.matrix_band_part(grad_a, 0, -1)
  return (grad_a, grad_b) 
示例6
def _define_full_covariance_probs(self, shard_id, shard):
    """Defines the full covariance probabilties per example in a class.

    Updates a matrix with dimension num_examples X num_classes.

    Args:
      shard_id: id of the current shard.
      shard: current data shard, 1 X num_examples X dimensions.
    """
    diff = shard - self._means
    cholesky = linalg_ops.cholesky(self._covs + self._min_var)
    log_det_covs = 2.0 * math_ops.reduce_sum(
        math_ops.log(array_ops.matrix_diag_part(cholesky)), 1)
    x_mu_cov = math_ops.square(
        linalg_ops.matrix_triangular_solve(
            cholesky, array_ops.transpose(
                diff, perm=[0, 2, 1]), lower=True))
    diag_m = array_ops.transpose(math_ops.reduce_sum(x_mu_cov, 1))
    self._probs[shard_id] = -0.5 * (diag_m + math_ops.to_float(self._dimensions)
                                    * math_ops.log(2 * np.pi) + log_det_covs) 
示例7
def sqrt_solve(self, x):
    """Computes `solve(self, x)`.

    Doesn't actually do the sqrt! Named as such to agree with API.

    To compute (M + V D V.T), we use the the Woodbury matrix identity:
      inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
      C = inv(D) + V.T inv(M) V.
    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Args:
      x: `Tensor`

    Returns:
      inv_of_self_times_x: `Tensor`
    """
    minv_x = linalg_ops.matrix_triangular_solve(self._m, x)
    vt_minv_x = math_ops.matmul(self._v, minv_x, transpose_a=True)
    cinv_vt_minv_x = linalg_ops.matrix_solve(
        self._woodbury_sandwiched_term(), vt_minv_x)
    v_cinv_vt_minv_x = math_ops.matmul(self._v, cinv_vt_minv_x)
    minv_v_cinv_vt_minv_x = linalg_ops.matrix_triangular_solve(
        self._m, v_cinv_vt_minv_x)
    return minv_x - minv_v_cinv_vt_minv_x 
示例8
def _woodbury_sandwiched_term(self):
    """Computes the sandwiched term in the Woodbury identity.

    Computes the "`C`" in the the identity:
       inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
       C = inv(D) + V.T inv(M) V.

    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Returns:
      woodbury_sandwich_term: A `Tensor` to be used like `C`, above.
    """
    minv_v = linalg_ops.matrix_triangular_solve(self._m, self._v)
    vt_minv_v = math_ops.matmul(self._v, minv_v, adjoint_a=True)
    return self._d_inv.add_to_tensor(vt_minv_v) 
示例9
def _MatrixTriangularSolveGrad(op, grad):
  """Gradient for MatrixTriangularSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  lower_a = op.get_attr("lower")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_triangular_solve(
      a, grad, lower=lower_a, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.batch_matmul(c, grad_b, adj_y=True)
  else:
    grad_a = -math_ops.batch_matmul(grad_b, c, adj_y=True)
  if lower_a:
    grad_a = array_ops.matrix_band_part(grad_a, -1, 0)
  else:
    grad_a = array_ops.matrix_band_part(grad_a, 0, -1)
  return (grad_a, grad_b) 
示例10
def _CholeskyGrad(op, grad):
  """Gradient for Cholesky."""

  # Gradient is l^{-H} @ ((l^{H} @ grad) * (tril(ones)-1/2*eye)) @ l^{-1}
  l = op.outputs[0]
  num_rows = array_ops.shape(l)[-1]
  batch_shape = array_ops.shape(l)[:-2]
  l_inverse = linalg_ops.matrix_triangular_solve(l,
                                                 linalg_ops.eye(
                                                     num_rows,
                                                     batch_shape=batch_shape,
                                                     dtype=l.dtype))

  middle = math_ops.matmul(l, grad, adjoint_a=True)
  middle = array_ops.matrix_set_diag(middle,
                                     0.5 * array_ops.matrix_diag_part(middle))
  middle = array_ops.matrix_band_part(middle, -1, 0)

  grad_a = math_ops.matmul(
      math_ops.matmul(l_inverse, middle, adjoint_a=True), l_inverse)

  grad_a += math_ops.conj(array_ops.matrix_transpose(grad_a))
  return grad_a * 0.5 
示例11
def _MatrixTriangularSolveGrad(op, grad):
  """Gradient for MatrixTriangularSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  lower_a = op.get_attr("lower")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_triangular_solve(
      a, grad, lower=lower_a, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.matmul(c, grad_b, adjoint_b=True)
  else:
    grad_a = -math_ops.matmul(grad_b, c, adjoint_b=True)
  if lower_a:
    grad_a = array_ops.matrix_band_part(grad_a, -1, 0)
  else:
    grad_a = array_ops.matrix_band_part(grad_a, 0, -1)
  return (grad_a, grad_b) 
示例12
def _MatrixTriangularSolveGrad(op, grad):
  """Gradient for MatrixTriangularSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  lower_a = op.get_attr("lower")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_triangular_solve(
      a, grad, lower=lower_a, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.matmul(c, grad_b, adjoint_b=True)
  else:
    grad_a = -math_ops.matmul(grad_b, c, adjoint_b=True)
  if lower_a:
    grad_a = array_ops.matrix_band_part(grad_a, -1, 0)
  else:
    grad_a = array_ops.matrix_band_part(grad_a, 0, -1)
  return (grad_a, grad_b) 
示例13
def _define_full_covariance_probs(self, shard_id, shard):
    """Defines the full covariance probabilties per example in a class.

    Updates a matrix with dimension num_examples X num_classes.

    Args:
      shard_id: id of the current shard.
      shard: current data shard, 1 X num_examples X dimensions.
    """
    diff = shard - self._means
    cholesky = linalg_ops.cholesky(self._covs + self._min_var)
    log_det_covs = 2.0 * math_ops.reduce_sum(
        math_ops.log(array_ops.matrix_diag_part(cholesky)), 1)
    x_mu_cov = math_ops.square(
        linalg_ops.matrix_triangular_solve(
            cholesky, array_ops.transpose(
                diff, perm=[0, 2, 1]), lower=True))
    diag_m = array_ops.transpose(math_ops.reduce_sum(x_mu_cov, 1))
    self._probs[shard_id] = -0.5 * (diag_m + math_ops.to_float(self._dimensions)
                                    * math_ops.log(2 * np.pi) + log_det_covs) 
示例14
def sqrt_solve(self, x):
    """Computes `solve(self, x)`.

    Doesn't actually do the sqrt! Named as such to agree with API.

    To compute (M + V D V.T), we use the the Woodbury matrix identity:
      inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
      C = inv(D) + V.T inv(M) V.
    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Args:
      x: `Tensor`

    Returns:
      inv_of_self_times_x: `Tensor`
    """
    minv_x = linalg_ops.matrix_triangular_solve(self._m, x)
    vt_minv_x = math_ops.matmul(self._v, minv_x, transpose_a=True)
    cinv_vt_minv_x = linalg_ops.matrix_solve(
        self._woodbury_sandwiched_term(), vt_minv_x)
    v_cinv_vt_minv_x = math_ops.matmul(self._v, cinv_vt_minv_x)
    minv_v_cinv_vt_minv_x = linalg_ops.matrix_triangular_solve(
        self._m, v_cinv_vt_minv_x)
    return minv_x - minv_v_cinv_vt_minv_x 
示例15
def _woodbury_sandwiched_term(self):
    """Computes the sandwiched term in the Woodbury identity.

    Computes the "`C`" in the the identity:
       inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
       C = inv(D) + V.T inv(M) V.

    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Returns:
      woodbury_sandwich_term: A `Tensor` to be used like `C`, above.
    """
    minv_v = linalg_ops.matrix_triangular_solve(self._m, self._v)
    vt_minv_v = math_ops.matmul(self._v, minv_v, adjoint_a=True)
    return self._d_inv.add_to_tensor(vt_minv_v) 
示例16
def _batch_sqrt_solve(self, rhs):
    return linalg_ops.matrix_triangular_solve(self._chol, rhs, lower=True) 
示例17
def _solve(self, rhs, adjoint=False, adjoint_arg=False):
    rhs = linear_operator_util.matrix_adjoint(rhs) if adjoint_arg else rhs
    return linalg_ops.matrix_triangular_solve(
        self._tril, rhs, lower=True, adjoint=adjoint) 
示例18
def _batch_sqrt_solve(self, rhs):
    return linalg_ops.matrix_triangular_solve(self._chol, rhs, lower=True) 
示例19
def _solve(self, rhs, adjoint=False):
    return linalg_ops.matrix_triangular_solve(
        self._tril, rhs, lower=True, adjoint=adjoint) 
示例20
def _batch_sqrt_solve(self, rhs):
    return linalg_ops.matrix_triangular_solve(self._chol, rhs, lower=True) 
示例21
def _inverse(self, y):
    x = y - self.shift
    x, sample_shape = self.shaper.make_batch_of_event_sample_matrices(x)
    x = linalg_ops.matrix_triangular_solve(self.scale, x)
    x = self.shaper.undo_make_batch_of_event_sample_matrices(x, sample_shape)
    return x 
示例22
def _batch_sqrt_solve(self, rhs):
    return linalg_ops.matrix_triangular_solve(self._chol, rhs, lower=True) 
示例23
def _solve(self, rhs, adjoint=False):
    return linalg_ops.matrix_triangular_solve(
        self._tril, rhs, lower=True, adjoint=adjoint)