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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 . 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.foldl, so should have gradients and be accelerator-friendly, but is not particularly performant.
If compiling with XLA, make sure any surrounding GradientTape is also XLA-compiled (b/193584244).
: Gene H. Golub, Charles F. Van Loan. Matrix Computations, 4th ed., 2013.
A batch of symmetric square matrices, with shape