tfp.experimental.fastgp.preconditioners.SplitPreconditioner

Base class for symmetric split preconditioners.

Inherits From: Preconditioner

tfp.experimental.fastgp.preconditioners.SplitPreconditioner(
    M: tf2jax.linalg.LinearOperator
)

Methods

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.