tf.linalg.LinearOperatorComposition

View source on GitHub

Composes one or more LinearOperators.

Inherits From: LinearOperator

tf.linalg.LinearOperatorComposition(
    operators, is_non_singular=None, is_self_adjoint=None,
    is_positive_definite=None, is_square=None, name=None
)

This operator composes one or more linear operators [op1,...,opJ], building a new LinearOperator with action defined by:

op_composed(x) := op1(op2(...(opJ(x)...))

If opj acts like [batch] matrix Aj, then op_composed acts like the [batch] matrix formed with the multiplication A1 A2...AJ.

If opj has shape batch_shape_j + [M_j, N_j], then we must have N_j = M_{j+1}, in which case the composed operator has shape equal to broadcast_batch_shape + [M_1, N_J], where broadcast_batch_shape is the mutual broadcast of batch_shape_j, j = 1,...,J, assuming the intermediate batch shapes broadcast. Even if the composed shape is well defined, the composed operator's methods may fail due to lack of broadcasting ability in the defining operators' methods.

# Create a 2 x 2 linear operator composed of two 2 x 2 operators.
operator_1 = LinearOperatorFullMatrix([[1., 2.], [3., 4.]])
operator_2 = LinearOperatorFullMatrix([[1., 0.], [0., 1.]])
operator = LinearOperatorComposition([operator_1, operator_2])

operator.to_dense()
==> [[1., 2.]
     [3., 4.]]

operator.shape
==> [2, 2]

operator.log_abs_determinant()
==> scalar Tensor

x = ... Shape [2, 4] Tensor
operator.matmul(x)
==> Shape [2, 4] Tensor

# Create a [2, 3] batch of 4 x 5 linear operators.
matrix_45 = tf.random.normal(shape=[2, 3, 4, 5])
operator_45 = LinearOperatorFullMatrix(matrix)

# Create a [2, 3] batch of 5 x 6 linear operators.
matrix_56 = tf.random.normal(shape=[2, 3, 5, 6])
operator_56 = LinearOperatorFullMatrix(matrix_56)

# Compose to create a [2, 3] batch of 4 x 6 operators.
operator_46 = LinearOperatorComposition([operator_45, operator_56])

# Create a shape [2, 3, 6, 2] vector.
x = tf.random.normal(shape=[2, 3, 6, 2])
operator.matmul(x)
==> Shape [2, 3, 4, 2] Tensor

Performance

The performance of LinearOperatorComposition on any operation is equal to the sum of the individual operators' operations.

Matrix property hints

This LinearOperator is initialized with boolean flags of the form is_X, for X = non_singular, self_adjoint, positive_definite, square. These have the following meaning:

Args:

Attributes:

Raises:

Methods

add_to_tensor

View source

add_to_tensor(
    x, name='add_to_tensor'
)

Add matrix represented by this operator to x. Equivalent to A + x.

Args:

Returns:

A Tensor with broadcast shape and same dtype as self.

adjoint

View source

adjoint(
    name='adjoint'
)

Returns the adjoint of the current LinearOperator.

Given A representing this LinearOperator, return A*. Note that calling self.adjoint() and self.H are equivalent.

Args:

Returns:

LinearOperator which represents the adjoint of this LinearOperator.

assert_non_singular

View source

assert_non_singular(
    name='assert_non_singular'
)

Returns an Op that asserts this operator is non singular.

This operator is considered non-singular if

ConditionNumber < max{100, range_dimension, domain_dimension} * eps,
eps := np.finfo(self.dtype.as_numpy_dtype).eps

Args:

Returns:

An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is singular.

assert_positive_definite

View source

assert_positive_definite(
    name='assert_positive_definite'
)

Returns an Op that asserts this operator is positive definite.

Here, positive definite means that the quadratic form x^H A x has positive real part for all nonzero x. Note that we do not require the operator to be self-adjoint to be positive definite.

Args:

Returns:

An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not positive definite.

assert_self_adjoint

View source

assert_self_adjoint(
    name='assert_self_adjoint'
)

Returns an Op that asserts this operator is self-adjoint.

Here we check that this operator is exactly equal to its hermitian transpose.

Args:

Returns:

An Assert Op, that, when run, will raise an InvalidArgumentError if the operator is not self-adjoint.

batch_shape_tensor

View source

batch_shape_tensor(
    name='batch_shape_tensor'
)

Shape of batch dimensions of this operator, determined at runtime.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns a Tensor holding [B1,...,Bb].

Args:

Returns:

int32 Tensor

cholesky

View source

cholesky(
    name='cholesky'
)

Returns a Cholesky factor as a LinearOperator.

Given A representing this LinearOperator, if A is positive definite self-adjoint, return L, where A = L L^T, i.e. the cholesky decomposition.

Args:

Returns:

LinearOperator which represents the lower triangular matrix in the Cholesky decomposition.

Raises:

determinant

View source

determinant(
    name='det'
)

Determinant for every batch member.

Args:

Returns:

Tensor with shape self.batch_shape and same dtype as self.

Raises:

diag_part

View source

diag_part(
    name='diag_part'
)

Efficiently get the [batch] diagonal part of this operator.

If this operator has shape [B1,...,Bb, M, N], this returns a Tensor diagonal, of shape [B1,...,Bb, min(M, N)], where diagonal[b1,...,bb, i] = self.to_dense()[b1,...,bb, i, i].

my_operator = LinearOperatorDiag([1., 2.])

# Efficiently get the diagonal
my_operator.diag_part()
==> [1., 2.]

# Equivalent, but inefficient method
tf.linalg.diag_part(my_operator.to_dense())
==> [1., 2.]

Args:

Returns:

domain_dimension_tensor

View source

domain_dimension_tensor(
    name='domain_dimension_tensor'
)

Dimension (in the sense of vector spaces) of the domain of this operator.

Determined at runtime.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns N.

Args:

Returns:

int32 Tensor

eigvals

View source

eigvals(
    name='eigvals'
)

Returns the eigenvalues of this linear operator.

If the operator is marked as self-adjoint (via is_self_adjoint) this computation can be more efficient.

Note: This currently only supports self-adjoint operators.

Args:

Returns:

Shape [B1,...,Bb, N] Tensor of same dtype as self.

inverse

View source

inverse(
    name='inverse'
)

Returns the Inverse of this LinearOperator.

Given A representing this LinearOperator, return a LinearOperator representing A^-1.

Args:

Returns:

LinearOperator representing inverse of this matrix.

Raises:

log_abs_determinant

View source

log_abs_determinant(
    name='log_abs_det'
)

Log absolute value of determinant for every batch member.

Args:

Returns:

Tensor with shape self.batch_shape and same dtype as self.

Raises:

matmul

View source

matmul(
    x, adjoint=False, adjoint_arg=False, name='matmul'
)

Transform [batch] matrix x with left multiplication: x --> Ax.

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

X = ... # shape [..., N, R], batch matrix, R > 0.

Y = operator.matmul(X)
Y.shape
==> [..., M, R]

Y[..., :, r] = sum_j A[..., :, j] X[j, r]

Args:

Returns:

A LinearOperator or Tensor with shape [..., M, R] and same dtype as self.

matvec

View source

matvec(
    x, adjoint=False, name='matvec'
)

Transform [batch] vector x with left multiplication: x --> Ax.

# Make an operator acting like batch matric A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)

X = ... # shape [..., N], batch vector

Y = operator.matvec(X)
Y.shape
==> [..., M]

Y[..., :] = sum_j A[..., :, j] X[..., j]

Args:

Returns:

A Tensor with shape [..., M] and same dtype as self.

range_dimension_tensor

View source

range_dimension_tensor(
    name='range_dimension_tensor'
)

Dimension (in the sense of vector spaces) of the range of this operator.

Determined at runtime.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns M.

Args:

Returns:

int32 Tensor

shape_tensor

View source

shape_tensor(
    name='shape_tensor'
)

Shape of this LinearOperator, determined at runtime.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns a Tensor holding [B1,...,Bb, M, N], equivalent to tf.shape(A).

Args:

Returns:

int32 Tensor

solve

View source

solve(
    rhs, adjoint=False, adjoint_arg=False, name='solve'
)

Solve (exact or approx) R (batch) systems of equations: A X = rhs.

The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details.

Examples:

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve R > 0 linear systems for every member of the batch.
RHS = ... # shape [..., M, R]

X = operator.solve(RHS)
# X[..., :, r] is the solution to the r'th linear system
# sum_j A[..., :, j] X[..., j, r] = RHS[..., :, r]

operator.matmul(X)
==> RHS

Args:

Returns:

Tensor with shape [...,N, R] and same dtype as rhs.

Raises:

solvevec

View source

solvevec(
    rhs, adjoint=False, name='solve'
)

Solve single equation with best effort: A X = rhs.

The returned Tensor will be close to an exact solution if A is well conditioned. Otherwise closeness will vary. See class docstring for details.

Examples:

# Make an operator acting like batch matrix A.  Assume A.shape = [..., M, N]
operator = LinearOperator(...)
operator.shape = [..., M, N]

# Solve one linear system for every member of the batch.
RHS = ... # shape [..., M]

X = operator.solvevec(RHS)
# X is the solution to the linear system
# sum_j A[..., :, j] X[..., j] = RHS[..., :]

operator.matvec(X)
==> RHS

Args:

Returns:

Tensor with shape [...,N] and same dtype as rhs.

Raises:

tensor_rank_tensor

View source

tensor_rank_tensor(
    name='tensor_rank_tensor'
)

Rank (in the sense of tensors) of matrix corresponding to this operator.

If this operator acts like the batch matrix A with A.shape = [B1,...,Bb, M, N], then this returns b + 2.

Args:

Returns:

int32 Tensor, determined at runtime.

to_dense

View source

to_dense(
    name='to_dense'
)

Return a dense (batch) matrix representing this operator.

trace

View source

trace(
    name='trace'
)

Trace of the linear operator, equal to sum of self.diag_part().

If the operator is square, this is also the sum of the eigenvalues.

Args:

Returns:

Shape [B1,...,Bb] Tensor of same dtype as self.