torch / torch
torch.cholesky_inverse¶
-
torch.
cholesky_inverse
(input, upper=False, *, out=None) → Tensor¶ Computes the inverse of a symmetric positive-definite matrix using its Cholesky factor : returns matrix
inv
. The inverse is computed using LAPACK routinesdpotri
andspotri
(and the corresponding MAGMA routines).If
upper
isFalse
, is lower triangular such that the returned tensor isIf
upper
isTrue
or not provided, is upper triangular such that the returned tensor is- Parameters
- Keyword Arguments
out (Tensor, optional) – the output tensor for inv
Example:
>>> a = torch.randn(3, 3) >>> a = torch.mm(a, a.t()) + 1e-05 * torch.eye(3) # make symmetric positive definite >>> u = torch.cholesky(a) >>> a tensor([[ 0.9935, -0.6353, 1.5806], [ -0.6353, 0.8769, -1.7183], [ 1.5806, -1.7183, 10.6618]]) >>> torch.cholesky_inverse(u) tensor([[ 1.9314, 1.2251, -0.0889], [ 1.2251, 2.4439, 0.2122], [-0.0889, 0.2122, 0.1412]]) >>> a.inverse() tensor([[ 1.9314, 1.2251, -0.0889], [ 1.2251, 2.4439, 0.2122], [-0.0889, 0.2122, 0.1412]])
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