View source on GitHub
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Non-pivoted batched LDL factorization.
tfp.experimental.linalg.no_pivot_ldl(
matrix, name='no_pivot_ldl'
)
Performs the LDL factorization, using the outer product algorithm from [1]. No pivoting (or block pivoting) is done, so this should be less stable than e.g. Bunch-Kaufman sytrf. This is implemented as a tf.while_loop, so should have gradients and be accelerator-friendly, but is not particularly performant.
References
[1]: Gene H. Golub, Charles F. Van Loan. Matrix Computations, 4th ed., 2013.
Args | |
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matrix
|
A batch of symmetric square matrices, with shape [..., n, n].
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name
|
Python str name prefixed to Ops created by this function.
Default value: 'no_pivot_ldl'.
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Returns | |
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triangular_factor
|
The unit lower triangular L factor of the LDL
factorization of matrix, with the same shape [..., n, n]. Callers
should check for nans and other indicators of instability.
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diag
|
The diagonal from the LDL factorization, with shape [..., n].
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