# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Base class for linear operators.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import abc import contextlib import numpy as np import six from tensorflow.python.framework import ops from tensorflow.python.framework import tensor_shape from tensorflow.python.framework import tensor_util from tensorflow.python.ops import array_ops from tensorflow.python.ops import check_ops from tensorflow.python.ops import linalg_ops from tensorflow.python.ops import math_ops from tensorflow.python.ops.linalg import linalg_impl as linalg from tensorflow.python.ops.linalg import linear_operator_algebra from tensorflow.python.ops.linalg import linear_operator_util from tensorflow.python.platform import tf_logging as logging from tensorflow.python.util.tf_export import tf_export __all__ = ["LinearOperator"] # TODO(langmore) Use matrix_solve_ls for singular or non-square matrices. @tf_export("linalg.LinearOperator") @six.add_metaclass(abc.ABCMeta) class LinearOperator(object): """Base class defining a [batch of] linear operator[s]. Subclasses of `LinearOperator` provide access to common methods on a (batch) matrix, without the need to materialize the matrix. This allows: * Matrix free computations * Operators that take advantage of special structure, while providing a consistent API to users. #### Subclassing To enable a public method, subclasses should implement the leading-underscore version of the method. The argument signature should be identical except for the omission of `name="..."`. For example, to enable `matmul(x, adjoint=False, name="matmul")` a subclass should implement `_matmul(x, adjoint=False)`. #### Performance contract Subclasses should only implement the assert methods (e.g. `assert_non_singular`) if they can be done in less than `O(N^3)` time. Class docstrings should contain an explanation of computational complexity. Since this is a high-performance library, attention should be paid to detail, and explanations can include constants as well as Big-O notation. #### Shape compatibility `LinearOperator` subclasses should operate on a [batch] matrix with compatible shape. Class docstrings should define what is meant by compatible shape. Some subclasses may not support batching. Examples: `x` is a batch matrix with compatible shape for `matmul` if ``` operator.shape = [B1,...,Bb] + [M, N], b >= 0, x.shape = [B1,...,Bb] + [N, R] ``` `rhs` is a batch matrix with compatible shape for `solve` if ``` operator.shape = [B1,...,Bb] + [M, N], b >= 0, rhs.shape = [B1,...,Bb] + [M, R] ``` #### Example docstring for subclasses. This operator acts like a (batch) matrix `A` 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. Again, this matrix `A` may not be materialized, but for purposes of identifying and working with compatible arguments the shape is relevant. Examples: ```python some_tensor = ... shape = ???? operator = MyLinOp(some_tensor) operator.shape() ==> [2, 4, 4] operator.log_abs_determinant() ==> Shape [2] Tensor x = ... Shape [2, 4, 5] Tensor operator.matmul(x) ==> Shape [2, 4, 5] Tensor ``` #### Shape compatibility This operator acts on batch matrices with compatible shape. FILL IN WHAT IS MEANT BY COMPATIBLE SHAPE #### Performance FILL THIS IN #### 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. """ def __init__(self, dtype, graph_parents=None, is_non_singular=None, is_self_adjoint=None, is_positive_definite=None, is_square=None, name=None): r"""Initialize the `LinearOperator`. **This is a private method for subclass use.** **Subclasses should copy-paste this `__init__` documentation.** Args: dtype: The type of the this `LinearOperator`. Arguments to `matmul` and `solve` will have to be this type. graph_parents: Python list of graph prerequisites of this `LinearOperator` Typically tensors that are passed during initialization. is_non_singular: Expect that this operator is non-singular. is_self_adjoint: Expect that this operator is equal to its hermitian transpose. If `dtype` is real, this is equivalent to being symmetric. 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: ValueError: If any member of graph_parents is `None` or not a `Tensor`. ValueError: If hints are set incorrectly. """ # Check and auto-set flags. if is_positive_definite: if is_non_singular is False: raise ValueError("A positive definite matrix is always non-singular.") is_non_singular = True if is_non_singular: if is_square is False: raise ValueError("A non-singular matrix is always square.") is_square = True if is_self_adjoint: if is_square is False: raise ValueError("A self-adjoint matrix is always square.") is_square = True self._is_square_set_or_implied_by_hints = is_square graph_parents = [] if graph_parents is None else graph_parents for i, t in enumerate(graph_parents): if t is None or not tensor_util.is_tensor(t): raise ValueError("Graph parent item %d is not a Tensor; %s." % (i, t)) self._dtype = dtype self._graph_parents = graph_parents self._is_non_singular = is_non_singular self._is_self_adjoint = is_self_adjoint self._is_positive_definite = is_positive_definite self._name = name or type(self).__name__ @contextlib.contextmanager def _name_scope(self, name=None, values=None): """Helper function to standardize op scope.""" with ops.name_scope(self.name): with ops.name_scope( name, values=((values or []) + self._graph_parents)) as scope: yield scope @property def dtype(self): """The `DType` of `Tensor`s handled by this `LinearOperator`.""" return self._dtype @property def name(self): """Name prepended to all ops created by this `LinearOperator`.""" return self._name @property def graph_parents(self): """List of graph dependencies of this `LinearOperator`.""" return self._graph_parents @property def is_non_singular(self): return self._is_non_singular @property def is_self_adjoint(self): return self._is_self_adjoint @property def is_positive_definite(self): return self._is_positive_definite @property def is_square(self): """Return `True/False` depending on if this operator is square.""" # Static checks done after __init__. Why? Because domain/range dimension # sometimes requires lots of work done in the derived class after init. auto_square_check = self.domain_dimension == self.range_dimension if self._is_square_set_or_implied_by_hints is False and auto_square_check: raise ValueError( "User set is_square hint to False, but the operator was square.") if self._is_square_set_or_implied_by_hints is None: return auto_square_check return self._is_square_set_or_implied_by_hints @abc.abstractmethod def _shape(self): # Write this in derived class to enable all static shape methods. raise NotImplementedError("_shape is not implemented.") @property def shape(self): """`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.get_shape()`. Returns: `TensorShape`, statically determined, may be undefined. """ return self._shape() @abc.abstractmethod def _shape_tensor(self): raise NotImplementedError("_shape_tensor is not implemented.") def shape_tensor(self, 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: name: A name for this `Op`. Returns: `int32` `Tensor` """ with self._name_scope(name): # Prefer to use statically defined shape if available. if self.shape.is_fully_defined(): return linear_operator_util.shape_tensor(self.shape.as_list()) else: return self._shape_tensor() @property def batch_shape(self): """`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.get_shape()[:-2]` Returns: `TensorShape`, statically determined, may be undefined. """ # Derived classes get this "for free" once .shape is implemented. return self.shape[:-2] def batch_shape_tensor(self, 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: name: A name for this `Op`. Returns: `int32` `Tensor` """ # Derived classes get this "for free" once .shape() is implemented. with self._name_scope(name): # Prefer to use statically defined shape if available. if self.batch_shape.is_fully_defined(): return linear_operator_util.shape_tensor( self.batch_shape.as_list(), name="batch_shape") else: return self.shape_tensor()[:-2] @property def tensor_rank(self, name="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`. Args: name: A name for this `Op`. Returns: Python integer, or None if the tensor rank is undefined. """ # Derived classes get this "for free" once .shape() is implemented. with self._name_scope(name): return self.shape.ndims def tensor_rank_tensor(self, 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: name: A name for this `Op`. Returns: `int32` `Tensor`, determined at runtime. """ # Derived classes get this "for free" once .shape() is implemented. with self._name_scope(name): # Prefer to use statically defined shape if available. if self.tensor_rank is not None: return ops.convert_to_tensor(self.tensor_rank) else: return array_ops.size(self.shape_tensor()) @property def domain_dimension(self): """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`. Returns: `Dimension` object. """ # Derived classes get this "for free" once .shape is implemented. if self.shape.rank is None: return tensor_shape.Dimension(None) else: return self.shape.dims[-1] def domain_dimension_tensor(self, 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: name: A name for this `Op`. Returns: `int32` `Tensor` """ # Derived classes get this "for free" once .shape() is implemented. with self._name_scope(name): # Prefer to use statically defined shape if available. dim_value = tensor_shape.dimension_value(self.domain_dimension) if dim_value is not None: return ops.convert_to_tensor(dim_value) else: return self.shape_tensor()[-1] @property def range_dimension(self): """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`. Returns: `Dimension` object. """ # Derived classes get this "for free" once .shape is implemented. if self.shape.dims: return self.shape.dims[-2] else: return tensor_shape.Dimension(None) def range_dimension_tensor(self, 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: name: A name for this `Op`. Returns: `int32` `Tensor` """ # Derived classes get this "for free" once .shape() is implemented. with self._name_scope(name): # Prefer to use statically defined shape if available. dim_value = tensor_shape.dimension_value(self.range_dimension) if dim_value is not None: return ops.convert_to_tensor(dim_value) else: return self.shape_tensor()[-2] def _assert_non_singular(self): """Private default implementation of _assert_non_singular.""" logging.warn( "Using (possibly slow) default implementation of assert_non_singular." " Requires conversion to a dense matrix and O(N^3) operations.") if self._can_use_cholesky(): return self.assert_positive_definite() else: singular_values = linalg_ops.svd(self.to_dense(), compute_uv=False) # TODO(langmore) Add .eig and .cond as methods. cond = (math_ops.reduce_max(singular_values, axis=-1) / math_ops.reduce_min(singular_values, axis=-1)) return check_ops.assert_less( cond, self._max_condition_number_to_be_non_singular(), message="Singular matrix up to precision epsilon.") def _max_condition_number_to_be_non_singular(self): """Return the maximum condition number that we consider nonsingular.""" with ops.name_scope("max_nonsingular_condition_number"): dtype_eps = np.finfo(self.dtype.as_numpy_dtype).eps eps = math_ops.cast( math_ops.reduce_max([ 100., math_ops.cast(self.range_dimension_tensor(), self.dtype), math_ops.cast(self.domain_dimension_tensor(), self.dtype) ]), self.dtype) * dtype_eps return 1. / eps def assert_non_singular(self, 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: name: A string name to prepend to created ops. Returns: An `Assert` `Op`, that, when run, will raise an `InvalidArgumentError` if the operator is singular. """ with self._name_scope(name): return self._assert_non_singular() def _assert_positive_definite(self): """Default implementation of _assert_positive_definite.""" logging.warn( "Using (possibly slow) default implementation of " "assert_positive_definite." " Requires conversion to a dense matrix and O(N^3) operations.") # If the operator is self-adjoint, then checking that # Cholesky decomposition succeeds + results in positive diag is necessary # and sufficient. if self.is_self_adjoint: return check_ops.assert_positive( array_ops.matrix_diag_part(linalg_ops.cholesky(self.to_dense())), message="Matrix was not positive definite.") # We have no generic check for positive definite. raise NotImplementedError("assert_positive_definite is not implemented.") def assert_positive_definite(self, 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: name: A name to give this `Op`. Returns: An `Assert` `Op`, that, when run, will raise an `InvalidArgumentError` if the operator is not positive definite. """ with self._name_scope(name): return self._assert_positive_definite() def _assert_self_adjoint(self): dense = self.to_dense() logging.warn( "Using (possibly slow) default implementation of assert_self_adjoint." " Requires conversion to a dense matrix.") return check_ops.assert_equal( dense, linalg.adjoint(dense), message="Matrix was not equal to its adjoint.") def assert_self_adjoint(self, 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: name: A string name to prepend to created ops. Returns: An `Assert` `Op`, that, when run, will raise an `InvalidArgumentError` if the operator is not self-adjoint. """ with self._name_scope(name): return self._assert_self_adjoint() def _check_input_dtype(self, arg): """Check that arg.dtype == self.dtype.""" if arg.dtype != self.dtype: raise TypeError( "Expected argument to have dtype %s. Found: %s in tensor %s" % (self.dtype, arg.dtype, arg)) @abc.abstractmethod def _matmul(self, x, adjoint=False, adjoint_arg=False): raise NotImplementedError("_matmul is not implemented.") def matmul(self, x, adjoint=False, adjoint_arg=False, name="matmul"): """Transform [batch] matrix `x` with left multiplication: `x --> Ax`. ```python # 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`. """ if isinstance(x, LinearOperator): if adjoint or adjoint_arg: raise ValueError(".matmul not supported with adjoints.") if (x.range_dimension is not None and self.domain_dimension is not None and x.range_dimension != self.domain_dimension): raise ValueError( "Operators are incompatible. Expected `x` to have dimension" " {} but got {}.".format(self.domain_dimension, x.range_dimension)) with self._name_scope(name): return linear_operator_algebra.matmul(self, x) with self._name_scope(name, values=[x]): x = ops.convert_to_tensor(x, name="x") self._check_input_dtype(x) self_dim = -2 if adjoint else -1 arg_dim = -1 if adjoint_arg else -2 tensor_shape.dimension_at_index( self.shape, self_dim).assert_is_compatible_with( x.get_shape()[arg_dim]) return self._matmul(x, adjoint=adjoint, adjoint_arg=adjoint_arg) def _matvec(self, x, adjoint=False): x_mat = array_ops.expand_dims(x, axis=-1) y_mat = self.matmul(x_mat, adjoint=adjoint) return array_ops.squeeze(y_mat, axis=-1) def matvec(self, x, adjoint=False, name="matvec"): """Transform [batch] vector `x` with left multiplication: `x --> Ax`. ```python # 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: 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`. """ with self._name_scope(name, values=[x]): x = ops.convert_to_tensor(x, name="x") self._check_input_dtype(x) self_dim = -2 if adjoint else -1 tensor_shape.dimension_at_index( self.shape, self_dim).assert_is_compatible_with(x.get_shape()[-1]) return self._matvec(x, adjoint=adjoint) def _determinant(self): logging.warn( "Using (possibly slow) default implementation of determinant." " Requires conversion to a dense matrix and O(N^3) operations.") if self._can_use_cholesky(): return math_ops.exp(self.log_abs_determinant()) return linalg_ops.matrix_determinant(self.to_dense()) def determinant(self, name="det"): """Determinant for every batch member. Args: name: A name for this `Op`. Returns: `Tensor` with shape `self.batch_shape` and same `dtype` as `self`. Raises: NotImplementedError: If `self.is_square` is `False`. """ if self.is_square is False: raise NotImplementedError( "Determinant not implemented for an operator that is expected to " "not be square.") with self._name_scope(name): return self._determinant() def _log_abs_determinant(self): logging.warn( "Using (possibly slow) default implementation of determinant." " Requires conversion to a dense matrix and O(N^3) operations.") if self._can_use_cholesky(): diag = array_ops.matrix_diag_part(linalg_ops.cholesky(self.to_dense())) return 2 * math_ops.reduce_sum(math_ops.log(diag), axis=[-1]) _, log_abs_det = linalg.slogdet(self.to_dense()) return log_abs_det def log_abs_determinant(self, name="log_abs_det"): """Log absolute value of determinant for every batch member. Args: name: A name for this `Op`. Returns: `Tensor` with shape `self.batch_shape` and same `dtype` as `self`. Raises: NotImplementedError: If `self.is_square` is `False`. """ if self.is_square is False: raise NotImplementedError( "Determinant not implemented for an operator that is expected to " "not be square.") with self._name_scope(name): return self._log_abs_determinant() def _solve(self, rhs, adjoint=False, adjoint_arg=False): """Default implementation of _solve.""" if self.is_square is False: raise NotImplementedError( "Solve is not yet implemented for non-square operators.") logging.warn( "Using (possibly slow) default implementation of solve." " Requires conversion to a dense matrix and O(N^3) operations.") rhs = linalg.adjoint(rhs) if adjoint_arg else rhs if self._can_use_cholesky(): return linear_operator_util.cholesky_solve_with_broadcast( linalg_ops.cholesky(self.to_dense()), rhs) return linear_operator_util.matrix_solve_with_broadcast( self.to_dense(), rhs, adjoint=adjoint) def solve(self, 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: ```python # 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`. Raises: NotImplementedError: If `self.is_non_singular` or `is_square` is False. """ if self.is_non_singular is False: raise NotImplementedError( "Exact solve not implemented for an operator that is expected to " "be singular.") if self.is_square is False: raise NotImplementedError( "Exact solve not implemented for an operator that is expected to " "not be square.") with self._name_scope(name, values=[rhs]): rhs = ops.convert_to_tensor(rhs, name="rhs") self._check_input_dtype(rhs) self_dim = -1 if adjoint else -2 arg_dim = -1 if adjoint_arg else -2 tensor_shape.dimension_at_index( self.shape, self_dim).assert_is_compatible_with( rhs.get_shape()[arg_dim]) return self._solve(rhs, adjoint=adjoint, adjoint_arg=adjoint_arg) def _solvevec(self, rhs, adjoint=False): """Default implementation of _solvevec.""" rhs_mat = array_ops.expand_dims(rhs, axis=-1) solution_mat = self.solve(rhs_mat, adjoint=adjoint) return array_ops.squeeze(solution_mat, axis=-1) def solvevec(self, 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: ```python # 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`. name: A name scope to use for ops added by this method. Returns: `Tensor` with shape `[...,N]` and same `dtype` as `rhs`. Raises: NotImplementedError: If `self.is_non_singular` or `is_square` is False. """ with self._name_scope(name, values=[rhs]): rhs = ops.convert_to_tensor(rhs, name="rhs") self._check_input_dtype(rhs) self_dim = -1 if adjoint else -2 tensor_shape.dimension_at_index( self.shape, self_dim).assert_is_compatible_with( rhs.get_shape()[-1]) return self._solvevec(rhs, adjoint=adjoint) def adjoint(self, 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: name: A name for this `Op`. Returns: `LinearOperator` which represents the adjoint of this `LinearOperator`. """ if self.is_self_adjoint is True: # pylint: disable=g-bool-id-comparison return self with self._name_scope(name): return linear_operator_algebra.adjoint(self) # self.H is equivalent to self.adjoint(). H = property(adjoint, None) def inverse(self, name="inverse"): """Returns the Inverse of this `LinearOperator`. Given `A` representing this `LinearOperator`, return a `LinearOperator` representing `A^-1`. Args: name: A name scope to use for ops added by this method. Returns: `LinearOperator` representing inverse of this matrix. Raises: ValueError: When the `LinearOperator` is not hinted to be `non_singular`. """ if self.is_square is False: # pylint: disable=g-bool-id-comparison raise ValueError("Cannot take the Inverse: This operator represents " "a non square matrix.") if self.is_non_singular is False: # pylint: disable=g-bool-id-comparison raise ValueError("Cannot take the Inverse: This operator represents " "a singular matrix.") with self._name_scope(name): return linear_operator_algebra.inverse(self) def cholesky(self, 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: name: A name for this `Op`. Returns: `LinearOperator` which represents the lower triangular matrix in the Cholesky decomposition. Raises: ValueError: When the `LinearOperator` is not hinted to be positive definite and self adjoint. """ if not self._can_use_cholesky(): raise ValueError("Cannot take the Cholesky decomposition: " "Not a positive definite self adjoint matrix.") with self._name_scope(name): return linear_operator_algebra.cholesky(self) def _to_dense(self): """Generic and often inefficient implementation. Override often.""" logging.warn("Using (possibly slow) default implementation of to_dense." " Converts by self.matmul(identity).") if self.batch_shape.is_fully_defined(): batch_shape = self.batch_shape else: batch_shape = self.batch_shape_tensor() dim_value = tensor_shape.dimension_value(self.domain_dimension) if dim_value is not None: n = dim_value else: n = self.domain_dimension_tensor() eye = linalg_ops.eye(num_rows=n, batch_shape=batch_shape, dtype=self.dtype) return self.matmul(eye) def to_dense(self, name="to_dense"): """Return a dense (batch) matrix representing this operator.""" with self._name_scope(name): return self._to_dense() def _diag_part(self): """Generic and often inefficient implementation. Override often.""" return array_ops.matrix_diag_part(self.to_dense()) def diag_part(self, 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.matrix_diag_part(my_operator.to_dense()) ==> [1., 2.] ``` Args: name: A name for this `Op`. Returns: diag_part: A `Tensor` of same `dtype` as self. """ with self._name_scope(name): return self._diag_part() def _trace(self): return math_ops.reduce_sum(self.diag_part(), axis=-1) def trace(self, 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: name: A name for this `Op`. Returns: Shape `[B1,...,Bb]` `Tensor` of same `dtype` as `self`. """ with self._name_scope(name): return self._trace() def _add_to_tensor(self, x): # Override if a more efficient implementation is available. return self.to_dense() + x def add_to_tensor(self, x, name="add_to_tensor"): """Add matrix represented by this operator to `x`. Equivalent to `A + x`. Args: x: `Tensor` with same `dtype` and shape broadcastable to `self.shape`. name: A name to give this `Op`. Returns: A `Tensor` with broadcast shape and same `dtype` as `self`. """ with self._name_scope(name, values=[x]): x = ops.convert_to_tensor(x, name="x") self._check_input_dtype(x) return self._add_to_tensor(x) def _can_use_cholesky(self): return self.is_self_adjoint and self.is_positive_definite