torch (version 0.0.2)

torch_cholesky_inverse: Cholesky_inverse

Description

Cholesky_inverse

Arguments

input

(Tensor) the input 2-D tensor $u$, a upper or lower triangular Cholesky factor

upper

(bool, optional) whether to return a lower (default) or upper triangular matrix

out

(Tensor, optional) the output tensor for inv

cholesky_inverse(input, upper=False, out=None) -> Tensor

Computes the inverse of a symmetric positive-definite matrix $A$ using its Cholesky factor $u$: returns matrix inv. The inverse is computed using LAPACK routines dpotri and spotri (and the corresponding MAGMA routines).

If upper is False, $u$ is lower triangular such that the returned tensor is

$$inv=(u{u}^T{)}^{-1}$$ If upper is True or not provided, $u$ is upper triangular such that the returned tensor is

$$inv=(u^{T}u{)}^{-1}$$

Examples

# NOT RUN {
if (torch_is_installed()) {

# }
# NOT RUN {
a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) + 1e-05 * torch_eye(3) # make symmetric positive definite
u = torch_cholesky(a)
a
torch_cholesky_inverse(u)
a$inverse()
# }
# NOT RUN {
}
# }