Module: tfp.experimental.linalg

Experimental tools for linear algebra.

Classes

class LinearOperatorInterpolatedPSDKernel: Structured interpolation to approximate a large matrix.

class LinearOperatorPSDKernel: A tf.linalg.LinearOperator representing a kernel covariance matrix.

class LinearOperatorUnitary: Encapsulates a Unitary Linear Operator.

Functions

no_pivot_ldl(...): Non-pivoted batched LDL factorization.

simple_robustified_cholesky(...): Use no_pivot_ldl to robustify a Cholesky factorization.