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tfb_cholesky_to_inv_cholesky

Maps the Cholesky factor of M to the Cholesky factor of M^{-1}


Description

The forward and inverse calculations are conceptually identical to: forward <- function(x) tf$cholesky(tf$linalg$inv(tf$matmul(x, x, adjoint_b=TRUE))) inverse = forward However, the actual calculations exploit the triangular structure of the matrices.

Usage

tfb_cholesky_to_inv_cholesky(
  validate_args = FALSE,
  name = "cholesky_to_inv_cholesky"
)

Arguments

validate_args

Logical, default FALSE. Whether to validate input with asserts. If validate_args is FALSE, and the inputs are invalid, correct behavior is not guaranteed.

name

name prefixed to Ops created by this class.

Value

a bijector instance.

See Also


tfprobability

Interface to 'TensorFlow Probability'

v0.11.0.0
Apache License (>= 2.0)
Authors
Sigrid Keydana [aut, cre], Daniel Falbel [ctb], Kevin Kuo [ctb] (<https://orcid.org/0000-0001-7803-7901>), RStudio [cph]
Initial release

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