TensorFlow 2 version | View source on GitHub |
LinearOperator
acting like a nested block circulant matrix.
tf.linalg.LinearOperatorCirculant3D(
spectrum, input_output_dtype=tf.dtypes.complex64, is_non_singular=None,
is_self_adjoint=None, is_positive_definite=None, is_square=True,
name='LinearOperatorCirculant3D'
)
This operator acts like a block circulant matrix A
with
shape [B1,...,Bb, N, N]
for some b >= 0
. The first b
indices index a
batch member. For every batch index (i1,...,ib)
, A[i1,...,ib, : :]
is
an N x N
matrix. This matrix A
is not materialized, but for
purposes of broadcasting this shape will be relevant.
Description in terms of block circulant matrices
If A
is nested block circulant, with block sizes N0, N1, N2
(N0 * N1 * N2 = N
):
A
has a block structure, composed of N0 x N0
blocks, with each
block an N1 x N1
block circulant matrix.
For example, with W
, X
, Y
, Z
each block circulant,
A = |W Z Y X|
|X W Z Y|
|Y X W Z|
|Z Y X W|
Note that A
itself will not in general be circulant.
Description in terms of the frequency spectrum
There is an equivalent description in terms of the [batch] spectrum H
and
Fourier transforms. Here we consider A.shape = [N, N]
and ignore batch
dimensions.
If H.shape = [N0, N1, N2]
, (N0 * N1 * N2 = N
):
Loosely speaking, matrix multiplication is equal to the action of a
Fourier multiplier: A u = IDFT3[ H DFT3[u] ]
.
Precisely speaking, given [N, R]
matrix u
, let DFT3[u]
be the
[N0, N1, N2, R]
Tensor
defined by re-shaping u
to [N0, N1, N2, R]
and
taking a three dimensional DFT across the first three dimensions. Let IDFT3
be the inverse of DFT3
. Matrix multiplication may be expressed columnwise:
Operator properties deduced from the spectrum.
- This operator is positive definite if and only if
Real{H} > 0
.
A general property of Fourier transforms is the correspondence between Hermitian functions and real valued transforms.
Suppose H.shape = [B1,...,Bb, N0, N1, N2]
, we say that H
is a Hermitian
spectrum if, with %
meaning modulus division,
H[..., n0 % N0, n1 % N1, n2 % N2]
= ComplexConjugate[ H[..., (-n0) % N0, (-n1) % N1, (-n2) % N2] ].
- This operator corresponds to a real matrix if and only if
H
is Hermitian. - This operator is self-adjoint if and only if
H
is real.
See e.g. "Discrete-Time Signal Processing", Oppenheim and Schafer.
Examples
See LinearOperatorCirculant
and LinearOperatorCirculant2D
for examples.
Performance
Suppose operator
is a LinearOperatorCirculant
of shape [N, N]
,
and x.shape = [N, R]
. Then
operator.matmul(x)
isO(R*N*Log[N])
operator.solve(x)
isO(R*N*Log[N])
operator.determinant()
involves a sizeN
reduce_prod
.
If instead operator
and x
have shape [B1,...,Bb, N, N]
and
[B1,...,Bb, N, R]
, every operation increases in complexity by B1*...*Bb
.
Matrix property hints
This LinearOperator
is initialized with boolean flags of the form is_X
,
for X = non_singular, self_adjoint, positive_definite, square
.
These have the following meaning
- If
is_X == True
, callers should expect the operator to have the propertyX
. This is a promise that should be fulfilled, but is not a runtime assert. For example, finite floating point precision may result in these promises being violated. - If
is_X == False
, callers should expect the operator to not haveX
. - If
is_X == None
(the default), callers should have no expectation either way.
Args | |
---|---|
spectrum
|
Shape [B1,...,Bb, N] Tensor . Allowed dtypes: float16 ,
float32 , float64 , complex64 , complex128 . Type can be different
than input_output_dtype
|
input_output_dtype
|
dtype for input/output.
|
is_non_singular
|
Expect that this operator is non-singular. |
is_self_adjoint
|
Expect that this operator is equal to its hermitian
transpose. If spectrum is real, this will always be true.
|
is_positive_definite
|
Expect that this operator is positive definite,
meaning the real part of all eigenvalues is positive. We do not require
the operator to be self-adjoint to be positive-definite. See:
https://en.wikipedia.org/wiki/Positive-definite_matrix
Extension_for_non_symmetric_matrices |
is_square
|
Expect that this operator acts like square [batch] matrices. |
name
|
A name to prepend to all ops created by this class. |
Attributes | |
---|---|
H
|
Returns the adjoint of the current LinearOperator .
Given |
batch_shape
|
TensorShape of batch dimensions of this LinearOperator .
If this operator acts like the batch matrix |
block_depth
|
Depth of recursively defined circulant blocks defining this Operator .
With
|
block_shape
|
|
domain_dimension
|
Dimension (in the sense of vector spaces) of the domain of this operator.
If this operator acts like the batch matrix |
dtype
|
The DType of Tensor s handled by this LinearOperator .
|
graph_parents
|
List of graph dependencies of this LinearOperator .
|
is_non_singular
|
|
is_positive_definite
|
|
is_self_adjoint
|
|
is_square
|
Return True/False depending on if this operator is square.
|
range_dimension
|
Dimension (in the sense of vector spaces) of the range of this operator.
If this operator acts like the batch matrix |
shape
|
TensorShape of this LinearOperator .
If this operator acts like the batch matrix |
spectrum
|
|
tensor_rank
|
Rank (in the sense of tensors) of matrix corresponding to this operator.
If this operator acts like the batch matrix |
Methods
add_to_tensor
add_to_tensor(
x, name='add_to_tensor'
)
Add matrix represented by this operator to x
. Equivalent to A + x
.
Args | |
---|---|
x
|
Tensor with same dtype and shape broadcastable to self.shape .
|
name
|
A name to give this Op .
|
Returns | |
---|---|
A Tensor with broadcast shape and same dtype as self .
|
adjoint
adjoint(
name='adjoint'
)
Returns the adjoint of the current LinearOperator
.
Given A
representing this LinearOperator
, return A*
.
Note that calling self.adjoint()
and self.H
are equivalent.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
LinearOperator which represents the adjoint of this LinearOperator .
|
assert_hermitian_spectrum
assert_hermitian_spectrum(
name='assert_hermitian_spectrum'
)
Returns an Op
that asserts this operator has Hermitian spectrum.
This operator corresponds to a real-valued matrix if and only if its spectrum is Hermitian.
Args | |
---|---|
name
|
A name to give this Op .
|
Returns | |
---|---|
An Op that asserts this operator has Hermitian spectrum.
|
assert_non_singular
assert_non_singular(
name='assert_non_singular'
)
Returns an Op
that asserts this operator is non singular.
This operator is considered non-singular if
ConditionNumber < max{100, range_dimension, domain_dimension} * eps,
eps := np.finfo(self.dtype.as_numpy_dtype).eps
Args | |
---|---|
name
|
A string name to prepend to created ops. |
Returns | |
---|---|
An Assert Op , that, when run, will raise an InvalidArgumentError if
the operator is singular.
|
assert_positive_definite
assert_positive_definite(
name='assert_positive_definite'
)
Returns an Op
that asserts this operator is positive definite.
Here, positive definite means that the quadratic form x^H A x
has positive
real part for all nonzero x
. Note that we do not require the operator to
be self-adjoint to be positive definite.
Args | |
---|---|
name
|
A name to give this Op .
|
Returns | |
---|---|
An Assert Op , that, when run, will raise an InvalidArgumentError if
the operator is not positive definite.
|
assert_self_adjoint
assert_self_adjoint(
name='assert_self_adjoint'
)
Returns an Op
that asserts this operator is self-adjoint.
Here we check that this operator is exactly equal to its hermitian transpose.
Args | |
---|---|
name
|
A string name to prepend to created ops. |
Returns | |
---|---|
An Assert Op , that, when run, will raise an InvalidArgumentError if
the operator is not self-adjoint.
|
batch_shape_tensor
batch_shape_tensor(
name='batch_shape_tensor'
)
Shape of batch dimensions of this operator, determined at runtime.
If this operator acts like the batch matrix A
with
A.shape = [B1,...,Bb, M, N]
, then this returns a Tensor
holding
[B1,...,Bb]
.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
int32 Tensor
|
block_shape_tensor
block_shape_tensor()
Shape of the block dimensions of self.spectrum
.
cholesky
cholesky(
name='cholesky'
)
Returns a Cholesky factor as a LinearOperator
.
Given A
representing this LinearOperator
, if A
is positive definite
self-adjoint, return L
, where A = L L^T
, i.e. the cholesky
decomposition.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
LinearOperator which represents the lower triangular matrix
in the Cholesky decomposition.
|
Raises | |
---|---|
ValueError
|
When the LinearOperator is not hinted to be positive
definite and self adjoint.
|
convolution_kernel
convolution_kernel(
name='convolution_kernel'
)
Convolution kernel corresponding to self.spectrum
.
The D
dimensional DFT of this kernel is the frequency domain spectrum of
this operator.
Args | |
---|---|
name
|
A name to give this Op .
|
Returns | |
---|---|
Tensor with dtype self.dtype .
|
determinant
determinant(
name='det'
)
Determinant for every batch member.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
Tensor with shape self.batch_shape and same dtype as self .
|
Raises | |
---|---|
NotImplementedError
|
If self.is_square is False .
|
diag_part
diag_part(
name='diag_part'
)
Efficiently get the [batch] diagonal part of this operator.
If this operator has shape [B1,...,Bb, M, N]
, this returns a
Tensor
diagonal
, of shape [B1,...,Bb, min(M, N)]
, where
diagonal[b1,...,bb, i] = self.to_dense()[b1,...,bb, i, i]
.
my_operator = LinearOperatorDiag([1., 2.])
# Efficiently get the diagonal
my_operator.diag_part()
==> [1., 2.]
# Equivalent, but inefficient method
tf.linalg.diag_part(my_operator.to_dense())
==> [1., 2.]
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
diag_part
|
A Tensor of same dtype as self.
|
domain_dimension_tensor
domain_dimension_tensor(
name='domain_dimension_tensor'
)
Dimension (in the sense of vector spaces) of the domain of this operator.
Determined at runtime.
If this operator acts like the batch matrix A
with
A.shape = [B1,...,Bb, M, N]
, then this returns N
.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
int32 Tensor
|
inverse
inverse(
name='inverse'
)
Returns the Inverse of this LinearOperator
.
Given A
representing this LinearOperator
, return a LinearOperator
representing A^-1
.
Args | |
---|---|
name
|
A name scope to use for ops added by this method. |
Returns | |
---|---|
LinearOperator representing inverse of this matrix.
|
Raises | |
---|---|
ValueError
|
When the LinearOperator is not hinted to be non_singular .
|
log_abs_determinant
log_abs_determinant(
name='log_abs_det'
)
Log absolute value of determinant for every batch member.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
Tensor with shape self.batch_shape and same dtype as self .
|
Raises | |
---|---|
NotImplementedError
|
If self.is_square is False .
|
matmul
matmul(
x, adjoint=False, adjoint_arg=False, name='matmul'
)
Transform [batch] matrix x
with left multiplication: x --> Ax
.
# Make an operator acting like batch matrix A. Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]
X = ... # shape [..., N, R], batch matrix, R > 0.
Y = operator.matmul(X)
Y.shape
==> [..., M, R]
Y[..., :, r] = sum_j A[..., :, j] X[j, r]
Args | |
---|---|
x
|
LinearOperator or Tensor with compatible shape and same dtype as
self . See class docstring for definition of compatibility.
|
adjoint
|
Python bool . If True , left multiply by the adjoint: A^H x .
|
adjoint_arg
|
Python bool . If True , compute A x^H where x^H is
the hermitian transpose (transposition and complex conjugation).
|
name
|
A name for this Op .
|
Returns | |
---|---|
A LinearOperator or Tensor with shape [..., M, R] and same dtype
as self .
|
matvec
matvec(
x, adjoint=False, name='matvec'
)
Transform [batch] vector x
with left multiplication: x --> Ax
.
# Make an operator acting like batch matric A. Assume A.shape = [..., M, N]
operator = LinearOperator(...)
X = ... # shape [..., N], batch vector
Y = operator.matvec(X)
Y.shape
==> [..., M]
Y[..., :] = sum_j A[..., :, j] X[..., j]
Args | |
---|---|
x
|
Tensor with compatible shape and same dtype as self .
x is treated as a [batch] vector meaning for every set of leading
dimensions, the last dimension defines a vector.
See class docstring for definition of compatibility.
|
adjoint
|
Python bool . If True , left multiply by the adjoint: A^H x .
|
name
|
A name for this Op .
|
Returns | |
---|---|
A Tensor with shape [..., M] and same dtype as self .
|
range_dimension_tensor
range_dimension_tensor(
name='range_dimension_tensor'
)
Dimension (in the sense of vector spaces) of the range of this operator.
Determined at runtime.
If this operator acts like the batch matrix A
with
A.shape = [B1,...,Bb, M, N]
, then this returns M
.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
int32 Tensor
|
shape_tensor
shape_tensor(
name='shape_tensor'
)
Shape of this LinearOperator
, determined at runtime.
If this operator acts like the batch matrix A
with
A.shape = [B1,...,Bb, M, N]
, then this returns a Tensor
holding
[B1,...,Bb, M, N]
, equivalent to tf.shape(A)
.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
int32 Tensor
|
solve
solve(
rhs, adjoint=False, adjoint_arg=False, name='solve'
)
Solve (exact or approx) R
(batch) systems of equations: A X = rhs
.
The returned Tensor
will be close to an exact solution if A
is well
conditioned. Otherwise closeness will vary. See class docstring for details.
Examples:
# Make an operator acting like batch matrix A. Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]
# Solve R > 0 linear systems for every member of the batch.
RHS = ... # shape [..., M, R]
X = operator.solve(RHS)
# X[..., :, r] is the solution to the r'th linear system
# sum_j A[..., :, j] X[..., j, r] = RHS[..., :, r]
operator.matmul(X)
==> RHS
Args | |
---|---|
rhs
|
Tensor with same dtype as this operator and compatible shape.
rhs is treated like a [batch] matrix meaning for every set of leading
dimensions, the last two dimensions defines a matrix.
See class docstring for definition of compatibility.
|
adjoint
|
Python bool . If True , solve the system involving the adjoint
of this LinearOperator : A^H X = rhs .
|
adjoint_arg
|
Python bool . If True , solve A X = rhs^H where rhs^H
is the hermitian transpose (transposition and complex conjugation).
|
name
|
A name scope to use for ops added by this method. |
Returns | |
---|---|
Tensor with shape [...,N, R] and same dtype as rhs .
|
Raises | |
---|---|
NotImplementedError
|
If self.is_non_singular or is_square is False.
|
solvevec
solvevec(
rhs, adjoint=False, name='solve'
)
Solve single equation with best effort: A X = rhs
.
The returned Tensor
will be close to an exact solution if A
is well
conditioned. Otherwise closeness will vary. See class docstring for details.
Examples:
# Make an operator acting like batch matrix A. Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]
# Solve one linear system for every member of the batch.
RHS = ... # shape [..., M]
X = operator.solvevec(RHS)
# X is the solution to the linear system
# sum_j A[..., :, j] X[..., j] = RHS[..., :]
operator.matvec(X)
==> RHS
Args | |
---|---|
rhs
|
Tensor with same dtype as this operator.
rhs is treated like a [batch] vector meaning for every set of leading
dimensions, the last dimension defines a vector. See class docstring
for definition of compatibility regarding batch dimensions.
|
adjoint
|
Python bool . If True , solve the system involving the adjoint
of this LinearOperator : A^H X = rhs .
|
name
|
A name scope to use for ops added by this method. |
Returns | |
---|---|
Tensor with shape [...,N] and same dtype as rhs .
|
Raises | |
---|---|
NotImplementedError
|
If self.is_non_singular or is_square is False.
|
tensor_rank_tensor
tensor_rank_tensor(
name='tensor_rank_tensor'
)
Rank (in the sense of tensors) of matrix corresponding to this operator.
If this operator acts like the batch matrix A
with
A.shape = [B1,...,Bb, M, N]
, then this returns b + 2
.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
int32 Tensor , determined at runtime.
|
to_dense
to_dense(
name='to_dense'
)
Return a dense (batch) matrix representing this operator.
trace
trace(
name='trace'
)
Trace of the linear operator, equal to sum of self.diag_part()
.
If the operator is square, this is also the sum of the eigenvalues.
Args | |
---|---|
name
|
A name for this Op .
|
Returns | |
---|---|
Shape [B1,...,Bb] Tensor of same dtype as self .
|