tfp.experimental.fastgp.preconditioners.PartialCholeskySplitPreconditioner

https://en.wikipedia.org/wiki/Incomplete_Cholesky_factorization .

Inherits From: LowRankSplitPreconditioner, SplitPreconditioner, Preconditioner

tfp.experimental.fastgp.preconditioners.PartialCholeskySplitPreconditioner(
    M: tf2jax.linalg.LinearOperator, rank: int = 20, **unused_kwargs
)

Methods

from_lowrank

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@classmethod
from_lowrank(
    M, low_rank
)

Alternate constructor when low_rank is already made.

full_preconditioner

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full_preconditioner() -> tf2jax.linalg.LinearOperator

Returns P = R^T R, the preconditioner's approximation to M.

log_det

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log_det()

Returns log det(R^T R) = 2 log det R.

preconditioned_operator

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preconditioned_operator() -> tf2jax.linalg.LinearOperator

Returns R^(-T) M R^(-1).

right_half

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right_half() -> tf2jax.linalg.LinearOperator

Returns R, where the preconditioner is P = R^T R.

trace_of_inverse_product

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trace_of_inverse_product(
    A: tfp.experimental.fastgp.fast_gp.Array
)

Returns tr( (R^T R)^(-1) A ) for a n x n, non-batched A.

tree_flatten

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tree_flatten()

tree_unflatten

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@classmethod
tree_unflatten(
    unused_aux_data, children
)