# tf.contrib.distributions.bijectors.CholeskyOuterProduct

## Class CholeskyOuterProduct

Inherits From: Bijector

Compute g(X) = X @ X.T; X is lower-triangular, positive-diagonal matrix.

The surjectivity of g as a map from the set of n x n positive-diagonal lower-triangular matrices to the set of SPD matrices follows immediately from executing the Cholesky factorization algorithm on an SPD matrix A to produce a positive-diagonal lower-triangular matrix L such that A = L @ L.T.

To prove the injectivity of g, suppose that L_1 and L_2 are lower-triangular with positive diagonals and satisfy A = L_1 @ L_1.T = L_2 @ L_2.T. Then inv(L_1) @ A @ inv(L_1).T = [inv(L_1) @ L_2] @ [inv(L_1) @ L_2].T = I. Setting L_3 := inv(L_1) @ L_2, that L_3 is a positive-diagonal lower-triangular matrix follows from inv(L_1) being positive-diagonal lower-triangular (which follows from the diagonal of a triangular matrix being its spectrum), and that the product of two positive-diagonal lower-triangular matrices is another positive-diagonal lower-triangular matrix.

A simple inductive argument (proceeding one column of L_3 at a time) shows that, if I = L_3 @ L_3.T, with L_3 being lower-triangular with positive- diagonal, then L_3 = I. Thus, L_1 = L_2, proving injectivity of g.

#### Examples

bijector.CholeskyOuterProduct().forward(x=[[1., 0], [2, 1]])
# Result: [[1., 2], [2, 5]], i.e., x @ x.T

bijector.CholeskyOuterProduct().inverse(y=[[1., 2], [2, 5]])
# Result: [[1., 0], [2, 1]], i.e., cholesky(y).


## Properties

### dtype

dtype of Tensors transformable by this distribution.

### forward_min_event_ndims

Returns the minimal number of dimensions bijector.forward operates on.

### graph_parents

Returns this Bijector's graph_parents as a Python list.

### inverse_min_event_ndims

Returns the minimal number of dimensions bijector.inverse operates on.

### is_constant_jacobian

Returns true iff the Jacobian matrix is not a function of x.

#### Returns:

• is_constant_jacobian: Python bool.

### name

Returns the string name of this Bijector.

### validate_args

Returns True if Tensor arguments will be validated.

## Methods

### __init__

__init__(
validate_args=False,
name='cholesky_outer_product'
)


Instantiates the CholeskyOuterProduct bijector. (deprecated)

THIS FUNCTION IS DEPRECATED. It will be removed after 2018-10-01. Instructions for updating: The TensorFlow Distributions library has moved to TensorFlow Probability (https://github.com/tensorflow/probability). You should update all references to use tfp.distributions instead of tf.contrib.distributions.

#### Args:

• validate_args: Python bool indicating whether arguments should be checked for correctness.
• name: Python str name given to ops managed by this object.

### forward

forward(
x,
name='forward'
)


Returns the forward Bijector evaluation, i.e., X = g(Y).

#### Args:

• x: Tensor. The input to the "forward" evaluation.
• name: The name to give this op.

#### Returns:

Tensor.

#### Raises:

• TypeError: if self.dtype is specified and x.dtype is not self.dtype.
• NotImplementedError: if _forward is not implemented.

### forward_event_shape

forward_event_shape(input_shape)


Shape of a single sample from a single batch as a TensorShape.

Same meaning as forward_event_shape_tensor. May be only partially defined.

#### Args:

• input_shape: TensorShape indicating event-portion shape passed into forward function.

#### Returns:

• forward_event_shape_tensor: TensorShape indicating event-portion shape after applying forward. Possibly unknown.

### forward_event_shape_tensor

forward_event_shape_tensor(
input_shape,
name='forward_event_shape_tensor'
)


Shape of a single sample from a single batch as an int32 1D Tensor.

#### Args:

• input_shape: Tensor, int32 vector indicating event-portion shape passed into forward function.
• name: name to give to the op

#### Returns:

• forward_event_shape_tensor: Tensor, int32 vector indicating event-portion shape after applying forward.

### forward_log_det_jacobian

forward_log_det_jacobian(
x,
event_ndims,
name='forward_log_det_jacobian'
)


Returns both the forward_log_det_jacobian.

#### Args:

• x: Tensor. The input to the "forward" Jacobian determinant evaluation.
• event_ndims: Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.forward_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape x.shape.ndims - event_ndims dimensions.
• name: The name to give this op.

#### Returns:

Tensor, if this bijector is injective. If not injective this is not implemented.

#### Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if neither _forward_log_det_jacobian nor {_inverse, _inverse_log_det_jacobian} are implemented, or this is a non-injective bijector.

### inverse

inverse(
y,
name='inverse'
)


Returns the inverse Bijector evaluation, i.e., X = g^{-1}(Y).

#### Args:

• y: Tensor. The input to the "inverse" evaluation.
• name: The name to give this op.

#### Returns:

Tensor, if this bijector is injective. If not injective, returns the k-tuple containing the unique k points (x1, ..., xk) such that g(xi) = y.

#### Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if _inverse is not implemented.

### inverse_event_shape

inverse_event_shape(output_shape)


Shape of a single sample from a single batch as a TensorShape.

Same meaning as inverse_event_shape_tensor. May be only partially defined.

#### Args:

• output_shape: TensorShape indicating event-portion shape passed into inverse function.

#### Returns:

• inverse_event_shape_tensor: TensorShape indicating event-portion shape after applying inverse. Possibly unknown.

### inverse_event_shape_tensor

inverse_event_shape_tensor(
output_shape,
name='inverse_event_shape_tensor'
)


Shape of a single sample from a single batch as an int32 1D Tensor.

#### Args:

• output_shape: Tensor, int32 vector indicating event-portion shape passed into inverse function.
• name: name to give to the op

#### Returns:

• inverse_event_shape_tensor: Tensor, int32 vector indicating event-portion shape after applying inverse.

### inverse_log_det_jacobian

inverse_log_det_jacobian(
y,
event_ndims,
name='inverse_log_det_jacobian'
)


Returns the (log o det o Jacobian o inverse)(y).

Mathematically, returns: log(det(dX/dY))(Y). (Recall that: X=g^{-1}(Y).)

Note that forward_log_det_jacobian is the negative of this function, evaluated at g^{-1}(y).

#### Args:

• y: Tensor. The input to the "inverse" Jacobian determinant evaluation.
• event_ndims: Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.inverse_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape y.shape.ndims - event_ndims dimensions.
• name: The name to give this op.

#### Returns:

Tensor, if this bijector is injective. If not injective, returns the tuple of local log det Jacobians, log(det(Dg_i^{-1}(y))), where g_i is the restriction of g to the ith partition Di.

#### Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if _inverse_log_det_jacobian is not implemented.