tf_agents.bandits.policies.linalg.simplified_woodbury_update

Returns w such that inverse(a + u.T.dot(u)) = a_inv + w.

tf_agents.bandits.policies.linalg.simplified_woodbury_update(
    a_inv: tf_agents.typing.types.Float,
    u: tf_agents.typing.types.Float
) -> tf_agents.typing.types.Float

Makes use of the Woodbury matrix identity. See https://en.wikipedia.org/wiki/Woodbury_matrix_identity

Note: This implementation assumes that a_inv is symmetric. Since it's too expensive to check symmetricity, the function silently outputs a wrong answer in case a is not symmetric.

Args
a_inv	an invertible SYMMETRIC Tensor of shape [m, m].
u	a Tensor of shape [n, m].

Returns
A Tensor w of shape [m, m] such that inverse(a + u.T.dot(u)) = a_inv + w.

Raises
ValueError	if a_inv is not square or a_inv and u have incompatible shapes.