Computes the reverse mode backpropagated gradient of the Cholesky algorithm.
tf.raw_ops.CholeskyGrad(
l, grad, name=None
)
For an explanation see "Differentiation of the Cholesky algorithm" by Iain Murray http://arxiv.org/abs/1602.07527
Args | |
|---|---|
l
|
A Tensor. Must be one of the following types: half, float32, float64.
Output of batch Cholesky algorithm l = cholesky(A). Shape is [..., M, M].
Algorithm depends only on lower triangular part of the innermost matrices of
this tensor.
|
grad
|
A Tensor. Must have the same type as l.
df/dl where f is some scalar function. Shape is [..., M, M].
Algorithm depends only on lower triangular part of the innermost matrices of
this tensor.
|
name
|
A name for the operation (optional). |
Returns | |
|---|---|
A Tensor. Has the same type as l.
|