tfp.substrates.jax.math.lu_reconstruct

The inverse LU decomposition, X == lu_reconstruct(*tf.linalg.lu(X)).

tfp.substrates.jax.math.lu_reconstruct(
    lower_upper, perm, validate_args=False, name=None
)

lower_upper lu as returned by tf.linalg.lu, i.e., if matmul(P, matmul(L, U)) = X then lower_upper = L + U - eye.
perm p as returned by tf.linag.lu, i.e., if matmul(P, matmul(L, U)) = X then perm = argmax(P).
validate_args Python bool indicating whether arguments should be checked for correctness. Default value: False (i.e., don't validate arguments).
name Python str name given to ops managed by this object. Default value: None (i.e., 'lu_reconstruct').

x The original input to tf.linalg.lu, i.e., x as in, lu_reconstruct(*tf.linalg.lu(x)).

Examples

import numpy as np
from tensorflow_probability.python.internal.backend import jax as tf
import tensorflow_probability as tfp; tfp = tfp.substrates.jax

x = [[[3., 4], [1, 2]],
     [[7., 8], [3, 4]]]
x_reconstructed = tfp.math.lu_reconstruct(*tf.linalg.lu(x))
tf.assert_near(x, x_reconstructed)
# ==> True