tf.linalg.LinearOperatorIdentity

TensorFlow 1 version View source on GitHub

LinearOperator acting like a [batch] square identity matrix.

This operator acts like a [batch] identity matrix A with shape [B1,...,Bb, N, N] for some b >= 0. The first b indices index a batch member. For every batch index (i1,...,ib), A[i1,...,ib, : :] is an N x N matrix. This matrix A is not materialized, but for purposes of broadcasting this shape will be relevant.

LinearOperatorIdentity is initialized with num_rows, and optionally batch_shape, and dtype arguments. If batch_shape is None, this operator efficiently passes through all arguments. If batch_shape is provided, broadcasting may occur, which will require making copies.

# Create a 2 x 2 identity matrix.
operator = LinearOperatorIdentity(num_rows=2, dtype=tf.float32)

operator.to_dense()
==> [[1., 0.]
     [0., 1.]]

operator.shape
==> [2, 2]

operator.log_abs_determinant()
==> 0.

x = ... Shape [2, 4] Tensor
operator.matmul(x)
==> Shape [2, 4] Tensor, same as x.

y = tf.random.normal(shape=[3, 2, 4])
# Note that y.shape is compatible with operator.shape because operator.shape
# is broadcast to [3, 2, 2].
# This broadcast does NOT require copying data, since we can infer that y
# will be passed through without changing shape.  We are always able to infer
# this if the operator has no batch_shape.
x = operator.solve(y)
==> Shape [3, 2, 4] Tensor, same as y.

# Create a 2-batch of 2x2 identity matrices
operator = LinearOperatorIdentity(num_rows=2, batch_shape=[2])
operator.to_dense()
==> [[[1., 0.]
      [0., 1.]],
     [[1., 0.]
      [0., 1.]]]

# Here, even though the operator has a batch shape, the input is the same as
# the output, so x can be passed through without a copy.  The operator is able
# to detect that no broadcast is necessary because both x and the operator
# have statically defined shape.
x = ... Shape [2, 2, 3]
operator.matmul(x)
==> Shape [2, 2, 3] Tensor, same as x

# Here the operator and x have different batch_shape, and are broadcast.
# This requires a copy, since the output is different size than the input.
x = ... Shape [1, 2, 3]
operator.matmul(x)
==> Shape [2, 2, 3] Tensor, equal to [x, x]

Shape compatibility

This operator acts on [batch] matrix with compatible shape. x is a batch matrix with compatible shape for matmul and solve if

operator.shape = [B1,...,Bb] + [N, N],  with b >= 0
x.shape =   [C1,...,Cc] + [N, R],
and [C1,...,Cc] broadcasts with [B1,...,Bb] to [D1,...,Dd]

Performance

If batch_shape initialization arg is None:

  • operator.matmul(x) is O(1)
  • operator.solve(x) is O(1)
  • operator.determinant() is O(1)

If batch_shape initialization arg is provided, and static checks cannot rule out the need to broadcast:

  • operator.matmul(x) is O(D1*...*Dd*N*R)
  • operator.solve(x) is O(D1*...*Dd*N*R)
  • operator.determinant() is O(B1*...*Bb)

Matrix property hints

This LinearOperator is initialized with boolean flags of the form is_X, for X = non_singular, self_adjoint, positive_definite, square. These have the following meaning:

  • If is_X == True, callers should expect the operator to have the property X. This is a promise that should be fulfilled, but is not a runtime assert. For example, finite floating point precision may result in these promises being violated.
  • If is_X == False, callers should expect the operator to not have X.
  • If is_X == None (the default), callers should have no expectation either way.

num_rows Scalar non-negative integer Tensor. Number of rows in the corresponding identity matrix.
batch_shape Optional 1-D integer Tensor. The shape of the leading dimensions. If None, this operator has no leading dimensions.
dtype Data type of the matrix that this operator represents.
is_non_singular Expect that this operator is non-singular.
is_self_adjoint Expect that this operator is equal to its hermitian transpose.
is_positive_definite Expect that this operator is positive definite, meaning the quadratic form x^H A x has positive real part for all nonzero x. Note that we do not require the operator to be self-adjoint to be positive-definite. See: https://en.wikipedia.org/wiki/Positive-definite_matrix#Extension_for_non-symmetric_matrices
is_square Expect that this operator acts like square [batch] matrices.
assert_proper_shapes Python bool. If False, only perform static checks that initialization and method arguments have proper shape. If True, and static checks are inconclusive, add asserts to the graph.
name A name for this LinearOperator

ValueError If num_rows is determined statically to be non-scalar, or negative.
ValueError If batch_shape is determined statically to not be 1-D, or negative.
ValueError If any of the following is not True: {is_self_adjoint, is_non_singular, is_positive_definite}.
TypeError If num_rows or batch_shape is ref-type (e.g. Variable).

H Returns the adjoint of the current LinearOperator.

Given A representing this LinearOperator, return A*. Note that calling self.adjoint() and self.H are equivalent.

batch_shape TensorShape of batch dimensions of this LinearOperator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns TensorShape([B1,...,Bb]), equivalent to A.shape[:-2]

domain_dimension Dimension (in the sense of vector spaces) of the domain of this operator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns N.

dtype The DType of Tensors handled by this LinearOperator.
graph_parents List of graph dependencies of this LinearOperator. (deprecated)

is_non_singular

is_positive_definite

is_self_adjoint

is_square Return True/False depending on if this operator is square.
range_dimension Dimension (in the sense of vector spaces) of the range of this operator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns M.

shape TensorShape of this LinearOperator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns TensorShape([B1,...,Bb, M, N]), equivalent to A.shape.

tensor_rank Rank (in the sense of tensors) of matrix corresponding to this operator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns b + 2.

Methods

add_to_tensor

View source

Add matrix represented by this operator to mat. Equiv to I + mat.

Args
mat Tensor with same dtype and shape broadcastable to self.
name A name to give this Op.

Returns
A Tensor with broadcast shape and same dtype as self.

adjoint

View source

Returns the adjoint of the current LinearOperator.

Given A representing this LinearOperator, return A*. Note that calling self.adjoint() and self.H are equivalent.

Args
name A name for this Op.

Returns
LinearOperator which represents the adjoint of this LinearOperator.

assert_non_singular

View source

Returns an Op that asserts this operator is non singular.

This operator is considered non-singular if

ConditionNumber < max{100, range_dimension, domain_dimension} * eps,
eps := np.finfo(self.dtype.as_numpy_dtype).eps

Args
name A string name to prepend to created ops.

Returns
An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is singular.

assert_positive_definite

View source

Returns an Op that asserts this operator is positive definite.

Here, positive definite means that the quadratic form x^H A x has positive real part for all nonzero x. Note that we do not require the operator to be self-adjoint to be positive definite.

Args
name A name to give this Op.

Returns
An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not positive definite.

assert_self_adjoint

View source

Returns an Op that asserts this operator is self-adjoint.

Here we check that this operator is exactly equal to its hermitian transpose.

Args
name A string name to prepend to created ops.

Returns
An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not self-adjoint.