tf.raw_ops.CholeskyGrad

Computes the reverse mode backpropagated gradient of the Cholesky algorithm.

tf.raw_ops.CholeskyGrad(
    l, grad, name=None
)

For an explanation see "Differentiation of the Cholesky algorithm" by Iain Murray http://arxiv.org/abs/1602.07527

Args:

  • l: A Tensor. Must be one of the following types: half, float32, float64. Output of batch Cholesky algorithm l = cholesky(A). Shape is [..., M, M]. Algorithm depends only on lower triangular part of the innermost matrices of this tensor.
  • grad: A Tensor. Must have the same type as l. df/dl where f is some scalar function. Shape is [..., M, M]. Algorithm depends only on lower triangular part of the innermost matrices of this tensor.
  • name: A name for the operation (optional).

Returns:

A Tensor. Has the same type as l.