This operator wraps a [batch] matrix A (which is a Tensor) with shape
[B1,...,Bb, M, N] for some b >= 0. The first b indices index a
batch member. For every batch index (i1,...,ib), A[i1,...,ib, : :] is
an M x N matrix.
# Create a 2 x 2 linear operator.
matrix = [[1., 2.], [3., 4.]]
operator = LinearOperatorFullMatrix(matrix)
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 4 linear operators.
matrix = tf.random.normal(shape=[2, 3, 4, 4])
operator = LinearOperatorFullMatrix(matrix)
Shape compatibility
This operator acts on [batch] matrix with compatible shape.
x is a batch matrix with compatible shape for matmul and solve if
operator.shape = [B1,...,Bb] + [M, N], with b >= 0
x.shape = [B1,...,Bb] + [N, R], with R >= 0.
Performance
LinearOperatorFullMatrix has exactly the same performance as would be
achieved by using standard TensorFlow matrix ops. Intelligent choices are
made based on the following initialization hints.
If dtype is real, and is_self_adjoint and is_positive_definite, a
Cholesky factorization is used for the determinant and solve.
In all cases, suppose operator is a LinearOperatorFullMatrix of shape
[M, N], and x.shape = [N, R]. Then
operator.matmul(x) is O(M * N * R).
If M=N, operator.solve(x) is O(N^3 * R).
If M=N, operator.determinant() is O(N^3).
If instead operator and x have shape [B1,...,Bb, M, N] and
[B1,...,Bb, N, R], every operation increases in complexity by B1*...*Bb.
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:
If is_X == True, callers should expect the operator to have the
property X. This is a promise that should be fulfilled, but is not a
runtime assert. For example, finite floating point precision may result
in these promises being violated.
If is_X == False, callers should expect the operator to not have X.
If is_X == None (the default), callers should have no expectation either
way.
Args
matrix
Shape [B1,...,Bb, M, N] with b >= 0, M, N >= 0.
Allowed dtypes: float16, float32, float64, complex64,
complex128.
is_non_singular
Expect that this operator is non-singular.
is_self_adjoint
Expect that this operator is equal to its hermitian
transpose.
is_positive_definite
Expect that this operator is positive definite,
meaning 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. See:
https://en.wikipedia.org/wiki/Positive-definite_matrix#Extension_for_non-symmetric_matrices
is_square
Expect that this operator acts like square [batch] matrices.
name
A name for this LinearOperator.
Raises
TypeError
If diag.dtype is not an allowed type.
Attributes
H
Returns the adjoint of the current LinearOperator.
Given A representing this LinearOperator, return A*.
Note that calling self.adjoint() and self.H are equivalent.
batch_shape
TensorShape of batch dimensions of this LinearOperator.
If this operator acts like the batch matrix A with
A.shape = [B1,...,Bb, M, N], then this returns
TensorShape([B1,...,Bb]), equivalent to A.shape[:-2]
domain_dimension
Dimension (in the sense of vector spaces) of the domain of this operator.
If this operator acts like the batch matrix A with
A.shape = [B1,...,Bb, M, N], then this returns N.
dtype
The DType of Tensors handled by this LinearOperator.
graph_parents
List of graph dependencies of this LinearOperator. (deprecated)
is_non_singular
is_positive_definite
is_self_adjoint
is_square
Return True/False depending on if this operator is square.
parameters
Dictionary of parameters used to instantiate this LinearOperator.
range_dimension
Dimension (in the sense of vector spaces) of the range of this operator.
If this operator acts like the batch matrix A with
A.shape = [B1,...,Bb, M, N], then this returns M.
shape
TensorShape of this LinearOperator.
If this operator acts like the batch matrix A with
A.shape = [B1,...,Bb, M, N], then this returns
TensorShape([B1,...,Bb, M, N]), equivalent to A.shape.
tensor_rank
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.
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
name
A name to give this Op.
Returns
An AssertOp, that, when run, will raise an InvalidArgumentError if
the operator is not positive definite.
Efficiently get the [batch] diagonal part of this operator.
If this operator has shape [B1,...,Bb, M, N], this returns a
Tensordiagonal, 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.]
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
x
LinearOperator or Tensor with compatible shape and same dtype as
self. See class docstring for definition of compatibility.
adjoint
Python bool. If True, left multiply by the adjoint: A^H x.
adjoint_arg
Python bool. If True, compute A x^H where x^H is
the hermitian transpose (transposition and complex conjugation).
name
A name for this Op.
Returns
A LinearOperator or Tensor with shape [..., M, R] and same dtype
as self.
Transform [batch] vector x with left multiplication: x --> Ax.
# Make an operator acting like batch matrix 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
x
Tensor with compatible shape and same dtype as self.
x is treated as a [batch] vector meaning for every set of leading
dimensions, the last dimension defines a vector.
See class docstring for definition of compatibility.
adjoint
Python bool. If True, left multiply by the adjoint: A^H x.
name
A name for this Op.
Returns
A Tensor with shape [..., M] and same dtype as self.
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).
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
rhs
Tensor with same dtype as this operator and compatible shape.
rhs is treated like a [batch] matrix meaning for every set of leading
dimensions, the last two dimensions defines a matrix.
See class docstring for definition of compatibility.
adjoint
Python bool. If True, solve the system involving the adjoint
of this LinearOperator: A^H X = rhs.
adjoint_arg
Python bool. If True, solve A X = rhs^H where rhs^H
is the hermitian transpose (transposition and complex conjugation).
name
A name scope to use for ops added by this method.
Returns
Tensor with shape [...,N, R] and same dtype as rhs.
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
rhs
Tensor with same dtype as this operator.
rhs is treated like a [batch] vector meaning for every set of leading
dimensions, the last dimension defines a vector. See class docstring
for definition of compatibility regarding batch dimensions.
adjoint
Python bool. If True, solve the system involving the adjoint
of this LinearOperator: A^H X = rhs.
[[["Easy to understand","easyToUnderstand","thumb-up"],["Solved my problem","solvedMyProblem","thumb-up"],["Other","otherUp","thumb-up"]],[["Missing the information I need","missingTheInformationINeed","thumb-down"],["Too complicated / too many steps","tooComplicatedTooManySteps","thumb-down"],["Out of date","outOfDate","thumb-down"],["Samples / code issue","samplesCodeIssue","thumb-down"],["Other","otherDown","thumb-down"]],["Last updated 2022-11-04 UTC."],[],[]]
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