Returns x
such that A * x = b
.
tf_agents.bandits.policies.linalg.conjugate_gradient(
a_mat: tf_agents.typing.types.Tensor
,
b: tf_agents.typing.types.Tensor
,
tol: float = 1e-10
) -> tf_agents.typing.types.Float
Implements the Conjugate Gradient method.
https://en.wikipedia.org/wiki/Conjugate_gradient_method
Args |
a_mat
|
a Symmetric Positive Definite matrix, represented as a Tensor of
shape [n, n] .
|
b
|
a Tensor of shape [n, 1] .
|
tol
|
(float) desired tolerance on the residual.
|
Returns |
x
|
Tensor x of shape [n, 1] such that A * x = b .
|
Raises |
ValueError
|
if a_mat is not square or a_mat and b have incompatible
shapes.
|