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Posted to commits@mxnet.apache.org by GitBox <gi...@apache.org> on 2018/11/01 16:09:50 UTC
[GitHub] samskalicky commented on a change in pull request #12904: support
upper triangular matrices in linalg
samskalicky commented on a change in pull request #12904: support upper triangular matrices in linalg
URL: https://github.com/apache/incubator-mxnet/pull/12904#discussion_r230099457
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File path: src/operator/tensor/la_op.cc
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@@ -227,10 +231,11 @@ NNVM_REGISTER_OP(_linalg_potri)
.describe(R"code(Performs matrix inversion from a Cholesky factorization.
Input is a tensor *A* of dimension *n >= 2*.
-If *n=2*, *A* is a lower triangular matrix (entries of upper triangle are all zero)
+If *n=2*, *A* is a triangular matrix (entries of upper or lower triangle are all zero)
with positive diagonal. We compute:
- *out* = *A*\ :sup:`-T` \* *A*\ :sup:`-1`
+ *out* = *A*\ :sup:`-T` \* *A*\ :sup:`-1` if *lower* = *true*
+ *out* = *A*\ :sup:`-1` \* *A*\ :sup:`-T` if *lower* = *false*
In other words, if *A* is the Cholesky factor of a symmetric positive definite matrix
*B* (obtained by *potrf*), then
Review comment:
thanks for the explanation, makes sense.
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