tf.linalg.LinearOperatorPermutation

View source on GitHub

Class LinearOperatorPermutation

LinearOperator acting like a [batch] of permutation matrices.

Inherits From: LinearOperator

This operator acts like a [batch] of permutations 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.

LinearOperatorPermutation is initialized with a (batch) vector.

A permutation, is defined by an integer vector v whose values are unique and are in the range [0, ... n]. Applying the permutation on an input matrix has the folllowing meaning: the value of v at index i says to move the v[i]-th row of the input matrix to the i-th row. Because all values are unique, this will result in a permutation of the rows the input matrix. Note, that the permutation vector v has the same semantics as tf.transpose.

# Create a 3 x 3 permutation matrix that swaps the last two columns.
vec = [0, 2, 1]
operator = LinearOperatorPermutation(vec)

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

operator.shape
==> [3, 3]

# This will be zero.
operator.log_abs_determinant()
==> scalar Tensor

x = ... Shape [3, 4] Tensor
operator.matmul(x)
==> Shape [3, 4] Tensor

#### 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]


#### 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.

<h2 id="__init__"><code>__init__</code></h2>

<a target="_blank" href="https://github.com/tensorflow/tensorflow/blob/v2.1.0/tensorflow/python/ops/linalg/linear_operator_permutation.py#L105-L162">View source</a>

``` python
__init__(
    perm,
    dtype=tf.dtypes.float32,
    is_non_singular=None,
    is_self_adjoint=None,
    is_positive_definite=None,
    is_square=None,
    name='LinearOperatorPermutation'
)

Initialize a LinearOperatorPermutation.

Args:

  • perm: Shape [B1,...,Bb, N] Integer Tensor with b >= 0 N >= 0. An integer vector that represents the permutation to apply. Note that this argument is same as tf.transpose. However, this permutation is applied on the rows, while the permutation in tf.transpose is applied on the dimensions of the Tensor. perm is required to have unique entries from {0, 1, ... N-1}.
  • dtype: The dtype of arguments to this operator. Default: float32. Allowed dtypes: float16, float32, float64, complex64, complex128.
  • is_non_singular: Expect that this operator is non-singular.
  • is_self_adjoint: Expect that this operator is equal to its hermitian transpose. This is autoset to true
  • 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 This is autoset to false.
  • is_square: Expect that this operator acts like square [batch] matrices. This is autoset to true.
  • name: A name for this LinearOperator.

Raises:

  • ValueError: is_self_adjoint is not True, is_positive_definite is not False or is_square is not True.

Properties

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.

Args:

  • name: A name for this Op.

Returns:

LinearOperator which represents the adjoint of this LinearOperator.

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]

Returns:

TensorShape, statically determined, may be undefined.

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.

Returns:

Dimension object.

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.

perm

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.

Returns:

Dimension object.

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.

Returns:

TensorShape, statically determined, may be undefined.

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.

Args:

  • name: A name for this Op.

Returns:

Python integer, or None if the tensor rank is undefined.

Methods

add_to_tensor

View source

add_to_tensor(
    x,
    name='add_to_tensor'
)

Add matrix represented by this operator to x. Equivalent to A + x.

Args:

  • x: Tensor with same dtype and shape broadcastable to self.shape.
  • name: A name to give this Op.

Returns:

A Tensor with broadcast shape and same dtype as self.

adjoint

View source

adjoint(name='adjoint')

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

assert_non_singular(name='assert_non_singular')

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

assert_positive_definite(name='assert_positive_definite')

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

assert_self_adjoint(name='assert_self_adjoint')

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.

batch_shape_tensor

View source

batch_shape_tensor(name='batch_shape_tensor')

Shape of batch dimensions of this operator, determined at runtime.

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

Args:

  • name: A name for this Op.

Returns:

int32 Tensor

cholesky

View source

cholesky(name='cholesky')

Returns a Cholesky factor as a LinearOperator.

Given A representing this LinearOperator, if A is positive definite self-adjoint, return L, where A = L L^T, i.e. the cholesky decomposition.

Args:

  • name: A name for this Op.

Returns:

LinearOperator which represents the lower triangular matrix in the Cholesky decomposition.

Raises:

  • ValueError: When the LinearOperator is not hinted to be positive definite and self adjoint.

determinant

View source

determinant(name='det')

Determinant for every batch member.

Args:

  • name: A name for this Op.

Returns:

Tensor with shape self.batch_shape and same dtype as self.

Raises:

  • NotImplementedError: If self.is_square is False.

diag_part

View source

diag_part(name='diag_part')

Efficiently get the [batch] diagonal part of this operator.

If this operator has shape [B1,...,Bb, M, N], this returns a Tensor diagonal, of shape [B1,...,Bb, min(M, N)], where diagonal[b1,...,bb, i] = self.to_dense()[b1,...,bb, i, i].

my_operator = LinearOperatorDiag([1., 2.])

# Efficiently get the diagonal
my_operator.diag_part()
==> [1., 2.]

# Equivalent, but inefficient method
tf.linalg.diag_part(my_operator.to_dense())
==> [1., 2.]

Args:

  • name: A name for this Op.

Returns:

  • diag_part: A Tensor of same dtype as self.

domain_dimension_tensor

View source

domain_dimension_tensor(name='domain_dimension_tensor')

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

Determined at runtime.

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

Args:

  • name: A name for this Op.

Returns:

int32 Tensor

eigvals

View source

eigvals(name='eigvals')

Returns the eigenvalues of this linear operator.

If the operator is marked as self-adjoint (via is_self_adjoint) this computation can be more efficient.

Args:

  • name: A name for this Op.

Returns:

Shape [B1,...,Bb, N] Tensor of same dtype as self.

inverse

View source

inverse(name='inverse')

Returns the Inverse of this LinearOperator.

Given A representing this LinearOperator, return a LinearOperator representing A^-1.

Args:

  • name: A name scope to use for ops added by this method.

Returns:

LinearOperator representing inverse of this matrix.

Raises:

  • ValueError: When the LinearOperator is not hinted to be non_singular.

log_abs_determinant

View source

log_abs_determinant(name='log_abs_det')

Log absolute value of determinant for every batch member.

Args:

  • name: A name for this Op.

Returns:

Tensor with shape self.batch_shape and same dtype as self.

Raises:

  • NotImplementedError: If self.is_square is False.

matmul

View source

matmul(
    x,
    adjoint=False,
    adjoint_arg=False,
    name='matmul'
)

Transform [batch] matrix x with left multiplication: x --> Ax.

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

X = ... # shape [..., N, R], batch matrix, R > 0.

Y = operator.matmul(X)
Y.shape
==> [..., M, R]

Y[..., :, r] = sum_j A[..., :, j] X[j, r]

Args:

  • x: LinearOperator or Tensor with compatible shape and same dtype as self. See class docstring for definition of compatibility.
  • adjoint: Python bool. If True, left multiply by the adjoint: A^H x.
  • adjoint_arg: Python bool. If True, compute A x^H where x^H is the hermitian transpose (transposition and complex conjugation).
  • name: A name for this Op.

Returns:

A LinearOperator or Tensor with shape [..., M, R] and same dtype as self.

matvec

View source

matvec(
    x,
    adjoint=False,
    name='matvec'
)

Transform [batch] vector x with left multiplication: x --> Ax.

# Make an operator acting like batch matric A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)

X = ... # shape [..., N], batch vector

Y = operator.matvec(X)
Y.shape
==> [..., M]

Y[..., :] = sum_j A[..., :, j] X[..., j]

Args:

  • x: Tensor with compatible shape and same dtype as self. x is treated as a [batch] vector meaning for every set of leading dimensions, the last dimension defines a vector. See class docstring for definition of compatibility.
  • adjoint: Python bool. If True, left multiply by the adjoint: A^H x.
  • name: A name for this Op.

Returns:

A Tensor with shape [..., M] and same dtype as self.

range_dimension_tensor

View source

range_dimension_tensor(name='range_dimension_tensor')

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

Determined at runtime.

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

Args:

  • name: A name for this Op.

Returns:

int32 Tensor

shape_tensor

View source

shape_tensor(name='shape_tensor')

Shape of this LinearOperator, determined at runtime.

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

Args:

  • name: A name for this Op.

Returns:

int32 Tensor

solve

View source

solve(
    rhs,
    adjoint=False,
    adjoint_arg=False,
    name='solve'
)

Solve (exact or approx) R (batch) systems of equations: A X = rhs.

The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details.

Examples:

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve R > 0 linear systems for every member of the batch.
RHS = ... # shape [..., M, R]

X = operator.solve(RHS)
# X[..., :, r] is the solution to the r'th linear system
# sum_j A[..., :, j] X[..., j, r] = RHS[..., :, r]

operator.matmul(X)
==> RHS

Args:

  • rhs: Tensor with same dtype as this operator and compatible shape. rhs is treated like a [batch] matrix meaning for every set of leading dimensions, the last two dimensions defines a matrix. See class docstring for definition of compatibility.
  • adjoint: Python bool. If True, solve the system involving the adjoint of this LinearOperator: A^H X = rhs.
  • adjoint_arg: Python bool. If True, solve A X = rhs^H where rhs^H is the hermitian transpose (transposition and complex conjugation).
  • name: A name scope to use for ops added by this method.

Returns:

Tensor with shape [...,N, R] and same dtype as rhs.

Raises:

  • NotImplementedError: If self.is_non_singular or is_square is False.

solvevec

View source

solvevec(
    rhs,
    adjoint=False,
    name='solve'
)

Solve single equation with best effort: A X = rhs.

The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details.

Examples:

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve one linear system for every member of the batch.
RHS = ... # shape [..., M]

X = operator.solvevec(RHS)
# X is the solution to the linear system
# sum_j A[..., :, j] X[..., j] = RHS[..., :]

operator.matvec(X)
==> RHS

Args:

  • rhs: Tensor with same dtype as this operator. rhs is treated like a [batch] vector meaning for every set of leading dimensions, the last dimension defines a vector. See class docstring for definition of compatibility regarding batch dimensions.
  • adjoint: Python bool. If True, solve the system involving the adjoint of this LinearOperator: A^H X = rhs.
  • name: A name scope to use for ops added by this method.

Returns:

Tensor with shape [...,N] and same dtype as rhs.

Raises:

  • NotImplementedError: If self.is_non_singular or is_square is False.

tensor_rank_tensor

View source

tensor_rank_tensor(name='tensor_rank_tensor')

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.

Args:

  • name: A name for this Op.

Returns:

int32 Tensor, determined at runtime.

to_dense

View source

to_dense(name='to_dense')

Return a dense (batch) matrix representing this operator.

trace

View source

trace(name='trace')

Trace of the linear operator, equal to sum of self.diag_part().

If the operator is square, this is also the sum of the eigenvalues.

Args:

  • name: A name for this Op.

Returns:

Shape [B1,...,Bb] Tensor of same dtype as self.