tfp.substrates.numpy.math.hpsd_quadratic_form_solve

Computes rhs^T matrix^-1 rhs, where matrix is HPSD.

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Main aliases

tfp.experimental.substrates.numpy.math.hpsd_quadratic_form_solve

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

Given matrix and rhs, computes rhs^T @ matrix^-1 rhs, where matrix is a Hermitian positive semi-definite matrix.

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

Returns
hpsd_quadratic_form_solve	Tensor of shape [..., K, K].