tfp.experimental.fastgp.partial_lanczos.psd_solve_multishift

Solve (A - shift_k I) x_k = v for PSD A.

View aliases

Main aliases

`tfp.experimental.fastgp.fast_gp.fast_log_det.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_gp.fast_log_det.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_gp.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_log_det.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_log_det.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.fast_gp.fast_log_det.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.fast_gp.fast_log_det.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.fast_gp.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.fast_log_det.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.fast_log_det.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.fast_mtgp.preconditioners.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.linalg.partial_lanczos.psd_solve_multishift`, `tfp.experimental.fastgp.preconditioners.linalg.partial_lanczos.psd_solve_multishift`

tfp.experimental.fastgp.partial_lanczos.psd_solve_multishift(
    multiplier: Callable[[tfp.experimental.fastgp.fast_gp.Array], tfp.experimental.fastgp.fast_gp.Array],
    v: tfp.experimental.fastgp.fast_gp.Array,
    shifts: tfp.experimental.fastgp.fast_gp.Array,
    key: tfp.experimental.fastgp.fast_gp.Array,
    num_iters: int = 20
) -> tfp.experimental.fastgp.fast_gp.Array

Args
multiplier	A function for left matrix multiplying by an n by n symmetric positive definite matrix A.
v	A tensor of shape (n, t) representing t n-dim vectors.
shifts	A tensor of shape (s) representing s distinct scalar shifts.
key	A random seed.
num_iters	The number of iterations to run the Lanczos tridiagonalization algorithm for.

Returns
A tensor x of shape (s, t, n) that approximately satisfies (A - shift[i] I) x[i, j, :] = v[:, j]