mx.symbol.linalg_potrf
¶
Description¶
Performs Cholesky factorization of a symmetric positive-definite matrix. Input is a tensor A of dimension n >= 2.
If n=2, the Cholesky factor B of the symmetric, positive definite matrix A is computed. B is triangular (entries of upper or lower triangle are all zero), has positive diagonal entries, and:
- A = B * BT if lower = true
A = BT * B if lower = false
If n>2, potrf is performed separately on the trailing two dimensions for all inputs (batch mode).
Note
The operator supports float32 and float64 data types only.
Example:
Single matrix factorization
A = [[4.0, 1.0], [1.0, 4.25]]
potrf(A) = [[2.0, 0], [0.5, 2.0]]
Batch matrix factorization
A = [[[4.0, 1.0], [1.0, 4.25]], [[16.0, 4.0], [4.0, 17.0]]]
potrf(A) = [[[2.0, 0], [0.5, 2.0]], [[4.0, 0], [1.0, 4.0]]]
Usage¶
mx.symbol.linalg_potrf(...)
Arguments¶
Argument |
Description |
---|---|
|
NDArray-or-Symbol. Tensor of input matrices to be decomposed |
|
string, optional. Name of the resulting symbol. |
Value¶
out
The result mx.symbol
Link to Source Code: http://github.com/apache/incubator-mxnet/blob/1.6.0/src/operator/tensor/la_op.cc#L214