Data-Sparse LinearOperators
BlockDiagLinearOperator
- class linear_operator.operators.BlockDiagLinearOperator(base_linear_op: LinearOperator, block_dim=-3)[source]
Represents a lazy tensor that is the block diagonal of square matrices. The
block_dim
attribute specifies which dimension of the base LinearOperator specifies the blocks. For example, (with block_dim=-3 a k x n x n tensor represents k n x n blocks (a kn x kn matrix). A b x k x n x n tensor represents k b x n x n blocks (a b x kn x kn batch matrix).- Args:
base_linear_op
(LinearOperator or Tensor):Must be at least 3 dimensional.
block_dim
(int):The dimension that specifies the blocks.
CholLinearOperator
- class linear_operator.operators.CholLinearOperator(chol, upper=False)[source]
A LinearOperator that represents a positive definite matrix given a lower trinagular Cholesky factor \(\mathbf L\) (or upper triangular Cholesky factor \(\mathbf R\)).
- Parameters:
chol (TriangularLinearOperator) – The Cholesky factor \(\mathbf L\) (or \(\mathbf R\)).
upper (bool) – If the orientation of the cholesky factor is an upper triangular matrix (i.e. \(\mathbf R^\top \mathbf R\)). If false, then the orientation is assumed to be a lower triangular matrix (i.e. \(\mathbf L \mathbf L^\top\)).
ConstantDiagLinearOperator
- class linear_operator.operators.ConstantDiagLinearOperator(diag_values, diag_shape)[source]
Diagonal lazy tensor with constant entries. Supports arbitrary batch sizes. Used e.g. for adding jitter to matrices.
- Parameters:
diag_values (torch.Tensor) – A … 1 Tensor, representing a of (batch of) diag_shape x diag_shape diagonal matrix.
diag_shape (int) – The (non-batch) dimension of the (square) matrix
- abs()[source]
Returns a DiagLinearOperator with the absolute value of all diagonal entries.
- Return type:
DiagLinearOperator
- class linear_operator.operators.DiagLinearOperator(diag)[source]
Diagonal linear operator. Supports arbitrary batch sizes.
- Parameters:
diag (torch.Tensor) – A … x N tensor, representing a (batch of) N x N diagonal matrices.
- abs()[source]
Returns a DiagLinearOperator with the absolute value of all diagonal entries.
- Return type:
IdentityLinearOperator
- class linear_operator.operators.IdentityLinearOperator(diag_shape, batch_shape=torch.Size([]), dtype=None, device=None)[source]
Identity linear operator. Supports arbitrary batch sizes.
- Parameters:
diag_shape (int) – The size of the identity matrix (i.e. \(N\)).
batch_shape (torch.Size, optional) – The size of the batch dimensions. It may useful to set these dimensions for broadcasting.
dtype (torch.dtype, optional) – Dtype that the LinearOperator will be operating on. (Default:
torch.get_default_dtype()
).device (torch.device, optional) – Device that the LinearOperator will be operating on. (Default: CPU).
RootLinearOperator
ToeplitzLinearOperator
ZeroLinearOperator
- class linear_operator.operators.ZeroLinearOperator(*sizes, dtype=None, device=None)[source]
Special LinearOperator representing zero.
- Parameters:
sizes ((int, ...)) – The size of each dimension (including batch dimensions).
dtype (torch.dtype, optional) – Dtype that the LinearOperator will be operating on. (Default:
torch.get_default_dtype()
).device (torch.device, optional) – Device that the LinearOperator will be operating on. (Default: CPU).