tf.linalg.LinearOperator

Base class defining a [batch of] linear operator[s].

Inherits From: Module

Subclasses of LinearOperator provide access to common methods on a (batch) matrix, without the need to materialize the matrix. This allows:

  • Matrix free computations
  • Operators that take advantage of special structure, while providing a consistent API to users.

Subclassing

To enable a public method, subclasses should implement the leading-underscore version of the method. The argument signature should be identical except for the omission of name="...". For example, to enable matmul(x, adjoint=False, name="matmul") a subclass should implement _matmul(x, adjoint=False).

Performance contract

Subclasses should only implement the assert methods (e.g. assert_non_singular) if they can be done in less than O(N^3) time.

Class docstrings should contain an explanation of computational complexity. Since this is a high-performance library, attention should be paid to detail, and explanations can include constants as well as Big-O notation.

Shape compatibility

LinearOperator subclasses should operate on a [batch] matrix with compatible shape. Class docstrings should define what is meant by compatible shape. Some subclasses may not support batching.

Examples:

x is a batch matrix with compatible shape for matmul if

operator.shape = [B1,...,Bb] + [M, N],  b >= 0,
x.shape =   [B1,...,Bb] + [N, R]

rhs is a batch matrix with compatible shape for solve if

operator.shape = [B1,...,Bb] + [M, N],  b >= 0,
rhs.shape =   [B1,...,Bb] + [M, R]

Example docstring for subclasses.

This operator acts like a (batch) matrix A with shape [B1,...,Bb, M, N] for some b >= 0. The first b indices index a batch member. For every batch index (i1,...,ib), A[i1,...,ib, : :] is an m x n matrix. Again, this matrix A may not be materialized, but for purposes of identifying and working with compatible arguments the shape is relevant.

Examples:

some_tensor = ... shape = ????
operator = MyLinOp(some_tensor)

operator.shape()
==> [2, 4, 4]

operator.log_abs_determinant()
==> Shape [2] Tensor

x = ... Shape [2, 4, 5] Tensor

operator.matmul(x)
==> Shape [2, 4, 5] Tensor

Shape compatibility

This operator acts on batch matrices with compatible shape. FILL IN WHAT IS MEANT BY COMPATIBLE SHAPE

Performance

FILL THIS IN

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.

Initialization parameters

All subclasses of LinearOperator are expected to pass a parameters argument to super().__init__(). This should be a dict containing the unadulterated arguments passed to the subclass __init__. For example, MyLinearOperator with an initializer should look like:

def __init__(self, operator, is_square=False, name=None):
   parameters = dict(
       operator=operator,
       is_square=is_square,
       name=name
   )
   ...
   super().__init__(..., parameters=parameters)
 ```

 Users can then access `my_linear_operator.parameters` to see all arguments
 passed to its initializer.

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<colgroup><col width="214px"><col></colgroup>
<tr><th colspan="2"><h2 class="add-link">Args</h2></th></tr>

<tr>
<td>
`dtype`
</td>
<td>
The type of the this `LinearOperator`.  Arguments to `matmul` and
`solve` will have to be this type.
</td>
</tr><tr>
<td>
`graph_parents`
</td>
<td>
(Deprecated) Python list of graph prerequisites of this
`LinearOperator` Typically tensors that are passed during initialization
</td>
</tr><tr>
<td>
`is_non_singular`
</td>
<td>
 Expect that this operator is non-singular.
</td>
</tr><tr>
<td>
`is_self_adjoint`
</td>
<td>
 Expect that this operator is equal to its hermitian
transpose.  If `dtype` is real, this is equivalent to being symmetric.
</td>
</tr><tr>
<td>
`is_positive_definite`
</td>
<td>
 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:
<a href="https://en.wikipedia.org/wiki/Positive-definite_matrix#Extension_for_non-symmetric_matrices">https://en.wikipedia.org/wiki/Positive-definite_matrix#Extension_for_non-symmetric_matrices</a>
</td>
</tr><tr>
<td>
`is_square`
</td>
<td>
 Expect that this operator acts like square [batch] matrices.
</td>
</tr><tr>
<td>
`name`
</td>
<td>
A name for this `LinearOperator`.
</td>
</tr><tr>
<td>
`parameters`
</td>
<td>
Python `dict` of parameters used to instantiate this
`LinearOperator`.
</td>
</tr>
</table>



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<colgroup><col width="214px"><col></colgroup>
<tr><th colspan="2"><h2 class="add-link">Raises</h2></th></tr>

<tr>
<td>
`ValueError`
</td>
<td>
 If any member of graph_parents is `None` or not a `Tensor`.
</td>
</tr><tr>
<td>
`ValueError`
</td>
<td>
 If hints are set incorrectly.
</td>
</tr>
</table>





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