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Computes rhs^T matrix^-1 rhs
, where matrix
is HPSD.
tfp.substrates.numpy.math.hpsd_quadratic_form_solve(
matrix, rhs, cholesky_matrix=None
)
Given matrix
and rhs
, computes rhs^T @ matrix^-1 rhs
, where
matrix
is a Hermitian positive semi-definite matrix.
Returns | |
---|---|
hpsd_quadratic_form_solve
|
Tensor of shape [..., K, K] .
|