Help protect the Great Barrier Reef with TensorFlow on Kaggle

# tf.linalg.LinearOperatorComposition

Composes one or more `LinearOperators`.

Inherits From: `LinearOperator`

This operator composes one or more linear operators `[op1,...,opJ]`, building a new `LinearOperator` with action defined by:

``````op_composed(x) := op1(op2(...(opJ(x)...))
``````

If `opj` acts like [batch] matrix `Aj`, then `op_composed` acts like the [batch] matrix formed with the multiplication `A1 A2...AJ`.

If `opj` has shape `batch_shape_j + [M_j, N_j]`, then we must have `N_j = M_{j+1}`, in which case the composed operator has shape equal to `broadcast_batch_shape + [M_1, N_J]`, where `broadcast_batch_shape` is the mutual broadcast of `batch_shape_j`, `j = 1,...,J`, assuming the intermediate batch shapes broadcast. Even if the composed shape is well defined, the composed operator's methods may fail due to lack of broadcasting ability in the defining operators' methods.

``````# Create a 2 x 2 linear operator composed of two 2 x 2 operators.
operator_1 = LinearOperatorFullMatrix([[1., 2.], [3., 4.]])
operator_2 = LinearOperatorFullMatrix([[1., 0.], [0., 1.]])
operator = LinearOperatorComposition([operator_1, operator_2])

operator.to_dense()
==> [[1., 2.]
[3., 4.]]

operator.shape
==> [2, 2]

operator.log_abs_determinant()
==> scalar Tensor

x = ... Shape [2, 4] Tensor
operator.matmul(x)
==> Shape [2, 4] Tensor

# Create a [2, 3] batch of 4 x 5 linear operators.
matrix_45 = tf.random.normal(shape=[2, 3, 4, 5])
operator_45 = LinearOperatorFullMatrix(matrix)

# Create a [2, 3] batch of 5 x 6 linear operators.
matrix_56 = tf.random.normal(shape=[2, 3, 5, 6])
operator_56 = LinearOperatorFullMatrix(matrix_56)

# Compose to create a [2, 3] batch of 4 x 6 operators.
operator_46 = LinearOperatorComposition([operator_45, operator_56])

# Create a shape [2, 3, 6, 2] vector.
x = tf.random.normal(shape=[2, 3, 6, 2])
operator.matmul(x)
==> Shape [2, 3, 4, 2] Tensor
``````

#### Performance

The performance of `LinearOperatorComposition` on any operation is equal to the sum of the individual operators' operations.

#### 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 property `X`. 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 have `X`.
• If `is_X == None` (the default), callers should have no expectation either way.

`operators` Iterable of `LinearOperator` objects, each with the same `dtype` and composable shape.
`is_non_singular` Expect that this operator is non-singular.
`is_self_adjoint` Expect that this operator is equal to its hermitian transpose.
`is_positive_definite` Expect that this operator is positive definite, meaning 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. 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 for this `LinearOperator`. Default is the individual operators names joined with `_o_`.

`TypeError` If all operators do not have the same `dtype`.
`ValueError` If `operators` is empty.

`H` Returns the adjoint of the current `LinearOperator`.

Given `A` representing this `LinearOperator`, return `A*`. Note that calling `self.adjoint()` and `self.H` are equivalent.

`batch_shape` `TensorShape` of batch dimensions of this `LinearOperator`.

If this operator acts like the batch matrix `A` with `A.shape = [B1,...,Bb, M, N]`, then this returns `TensorShape([B1,...,Bb])`, equivalent to `A.shape[:-2]`

`domain_dimension` Dimension (in the sense of vector spaces) of the domain of this operator.

If this operator acts like the batch matrix `A` with `A.shape = [B1,...,Bb, M, N]`, then this returns `N`.

`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.
`operators`

`range_dimension` Dimension (in the sense of vector spaces) of the range of this operator.

If this operator acts like the batch matrix `A` with `A.shape = [B1,...,Bb, M, N]`, then this returns `M`.

`shape` `TensorShape` of this `LinearOperator`.

If this operator acts like the batch matrix `A` with `A.shape = [B1,...,Bb, M, N]`, then this returns `TensorShape([B1,...,Bb, M, N])`, equivalent to `A.shape`.

`tensor_rank` 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`.

## Methods

### `add_to_tensor`

View source

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`

View source

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_non_singular`

View source

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`

View source

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`

View source

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`

View source

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`

### `cholesky`

View source

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.

### `determinant`

View source

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`

View source

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`

View source

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`

View source

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`

View source

Log absolute value of determinant for every batch member.