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tf_agents.bandits.policies.linalg.conjugate_gradient_solve

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Returns X such that A * X = B.

tf_agents.bandits.policies.linalg.conjugate_gradient_solve(
    a_mat, b_mat, tol=1e-10
)

Uses Conjugate Gradient to solve many linear systems of equations with the same matrix a_mat and multiple right hand sides provided as columns in the matrix b_mat.

Args:

  • a_mat: a Symmetric Positive Definite matrix, represented as a Tensor of shape [n, n].
  • b_mat: a Tensor of shape [n, k].
  • tol: (float) desired tolerance on the residual.

Returns:

  • X: Tensor X of shape [n, k] such that A * X = B.

Raises:

  • ValueError: if a_mat is not square or a_mat and b_mat have incompatible shapes.