tfp.experimental.tangent_spaces.ConstantDiagonalSymmetricMatrixSpace

Tangent space of M the space of n x n symmetric matrices, with fixed constant diagonal.

Inherits From: TangentSpace

Methods

compute_basis(
    x
)

Compute basis of symmetric matrices.

transform_coordinatewise(
    x, f, **kwargs
)

Same as transform_dimension_preserving, for a coordinatewise f.

Default falls back to transform_dimension_preserving, which may be overridden in subclasses.

Args
`x`	same as in `transform_dimension_preserving`.
`f`	same as in `transform_dimension_preserving`.
`**kwargs`	same as in `transform_dimension_preserving`.

Returns
`log_density`	A `Tensor` representing the log density correction of f at x
`space`	A `TangentSpace` representing the tangent to fM at f(x)

Raises
`NotImplementedError`	if the `TangentSpace` subclass does not implement `transform_dimension_preserving`.

transform_dimension_preserving(
    x, f, **kwargs
)

Same as transform_general, assuming f goes from R^n to R^n.

Default falls back to transform_general, which may be overridden in subclasses.

Returns
`log_density`	A `Tensor` representing the log density correction of f at x
`space`	A `TangentSpace` representing the tangent to fM at f(x)

Raises
`NotImplementedError`	if the `TangentSpace` subclass does not implement `transform_general`.

transform_general(
    x, f, **kwargs
)

Returns the density correction, in log space, corresponding to f at x.

Also returns a new TangentSpace representing the tangent to fM at f(x).

Args
`x`	`Tensor` (structure). The point at which to calculate the density.
`f`	`Bijector` or one of its subclasses. The transformation that requires a density correction based on this tangent space.
`**kwargs`	Optional keyword arguments as part of the Bijector.

Returns
`log_density`	A `Tensor` representing the log density correction of f at x
`space`	A `TangentSpace` representing the tangent to fM at f(x)

Raises
`NotImplementedError`	if the `TangentSpace` subclass does not implement this method.

transform_projection(
    x, f, **kwargs
)

Same as transform_general, with f a projection (or its inverse).

Default falls back to transform_general, which may be overridden in subclasses.

Returns
`log_density`	A `Tensor` representing the log density correction of f at x
`space`	A `TangentSpace` representing the tangent to fM at f(x)

Raises
`NotImplementedError`	if the `TangentSpace` subclass does not implement `transform_general`.