tf.linalg.LinearOperatorPermutation

View source on GitHub

LinearOperator acting like a [batch] of permutation matrices.

Inherits From: LinearOperator

tf.linalg.LinearOperatorPermutation(
    perm, dtype=tf.dtypes.float32, is_non_singular=None, is_self_adjoint=None,
    is_positive_definite=None, is_square=None, name='LinearOperatorPermutation'
)

This operator acts like a [batch] of permutations 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.

LinearOperatorPermutation is initialized with a (batch) vector.

A permutation, is defined by an integer vector v whose values are unique and are in the range [0, ... n]. Applying the permutation on an input matrix has the folllowing meaning: the value of v at index i says to move the v[i]-th row of the input matrix to the i-th row. Because all values are unique, this will result in a permutation of the rows the input matrix. Note, that the permutation vector v has the same semantics as tf.transpose.

# Create a 3 x 3 permutation matrix that swaps the last two columns.
vec = [0, 2, 1]
operator = LinearOperatorPermutation(vec)

operator.to_dense()
==> [[1., 0., 0.]
     [0., 0., 1.]
     [0., 1., 0.]]

operator.shape
==> [3, 3]

# This will be zero.
operator.log_abs_determinant()
==> scalar Tensor

x = ... Shape [3, 4] Tensor
operator.matmul(x)
==> Shape [3, 4] Tensor

#### Shape compatibility

This operator acts on [batch] matrix with compatible shape.
`x` is a batch matrix with compatible shape for `matmul` and `solve` if

operator.shape = [B1,...,Bb] + [N, N], with b >= 0 x.shape = [C1,...,Cc] + [N, R], and [C1,...,Cc] broadcasts with [B1,...,Bb] to [D1,...,Dd]


#### 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.

#### Args:


* <b>`perm`</b>:  Shape `[B1,...,Bb, N]` Integer `Tensor` with `b >= 0`
  `N >= 0`. An integer vector that represents the permutation to apply.
  Note that this argument is same as <a href="../../tf/transpose"><code>tf.transpose</code></a>. However, this
  permutation is applied on the rows, while the permutation in
  <a href="../../tf/transpose"><code>tf.transpose</code></a> is applied on the dimensions of the `Tensor`. `perm`
  is required to have unique entries from `{0, 1, ... N-1}`.
* <b>`dtype`</b>: The `dtype` of arguments to this operator. Default: `float32`.
  Allowed dtypes: `float16`, `float32`, `float64`, `complex64`,
  `complex128`.
* <b>`is_non_singular`</b>:  Expect that this operator is non-singular.
* <b>`is_self_adjoint`</b>:  Expect that this operator is equal to its hermitian
  transpose.  This is autoset to true
* <b>`is_positive_definite`</b>:  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
  This is autoset to false.
* <b>`is_square`</b>:  Expect that this operator acts like square [batch] matrices.
  This is autoset to true.
* <b>`name`</b>: A name for this `LinearOperator`.


#### Attributes:

* <b>`H`</b>:   Returns the adjoint of the current `LinearOperator`.

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

* <b>`batch_shape`</b>:   `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]`

* <b>`domain_dimension`</b>:   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`.

* <b>`dtype`</b>:   The `DType` of `Tensor`s handled by this `LinearOperator`.
* <b>`graph_parents`</b>:   List of graph dependencies of this `LinearOperator`. (deprecated)

  Warning: THIS FUNCTION IS DEPRECATED. It will be removed in a future version.
  Instructions for updating:
  Do not call `graph_parents`.

* <b>`is_non_singular`</b>
* <b>`is_positive_definite`</b>
* <b>`is_self_adjoint`</b>
* <b>`is_square`</b>:   Return `True/False` depending on if this operator is square.
* <b>`perm`</b>
* <b>`range_dimension`</b>:   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`.

* <b>`shape`</b>:   `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`.

* <b>`tensor_rank`</b>:   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`.



#### Raises:


* <b>`ValueError`</b>:  `is_self_adjoint` is not `True`, `is_positive_definite` is
  not `False` or `is_square` is not `True`.

## Methods

<h3 id="__matmul__"><code>__matmul__</code></h3>

<a target="_blank" href="https://github.com/tensorflow/tensorflow/blob/v2.2.0-rc1/tensorflow/python/ops/linalg/linear_operator.py#L655-L656">View source</a>

```python
__matmul__(
    other
)

add_to_tensor

View source

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

View source

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_non_singular

View source

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

View source

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

View source

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

View source

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

cholesky

View source

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.

cond

View source

cond(
    name='cond'
)

Returns the condition number of this linear operator.

Args:

  • name: A name for this Op.

Returns:

Shape [B1,...,Bb] Tensor of same dtype as self.

determinant

View source

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

View source

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

View source

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

eigvals

View source

eigvals(
    name='eigvals'
)

Returns the eigenvalues of this linear operator.

If the operator is marked as self-adjoint (via is_self_adjoint) this computation can be more efficient.

Args:

  • name: A name for this Op.

Returns:

Shape [B1,...,Bb, N] Tensor of same dtype as self.

inverse

View source

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

View source

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

View source

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

View source

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

View source

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

View source

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

View source

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

View source

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

View source

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

View source

to_dense(
    name='to_dense'
)

Return a dense (batch) matrix representing this operator.

trace

View source

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.