tfp.substrates.numpy.math.hpsd_logdet

Computes log|det(matrix)|, where matrix is a HPSD matrix.

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Main aliases

tfp.experimental.substrates.numpy.math.hpsd_logdet

tfp.substrates.numpy.math.hpsd_logdet(
    matrix, cholesky_matrix=None
)

Given matrix computes log|det(matrix)|, where matrix is Hermitian positive Semi-definite matrix.

Args
matrix	Floating-point Tensor of shape [..., N, N]. Represents a Hermitian positive semi-definite matrix.
cholesky_matrix	(Optional) Floating-point Tensor of shape [..., N, N] that represents a Cholesky factor of matrix.

Returns
hpsd_logdet	Scalar Tensor, retaining the batch shape of matrix.