[GitHub] [incubator-mxnet] zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant

[GitBox <gi...@apache.org>]

zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant 
URL: https://github.com/apache/incubator-mxnet/issues/14360#issuecomment-471338317
 
 
   @ketranm 
   
   Looks like inversion via Cholesky factorization is supported, and there's also an API handle for getting the inversion using that factorization:
   
   https://mxnet.apache.org/api/python/ndarray/linalg.html#linear-algebra
   
   potrf - get the Cholesky factorization (triangular matrix)
   potri - calculate inversion 
   sumlogdiag - *may* be useful for calculating logdeterminant (my linear algebra is a little rusty)
   
   There's not a shortcut for getting the determinant or log determinant, but these are simple ops using the Cholesky factorization. 
   
   It seems to me that all of this should be clarified in the documentation, at the minimum, and we should probably add API calls for det and logdet. I've also made a request to have a single 'inverse' operation as with Torch. I opened a JIRA ticket and will start implementing these as soon as someone more internal to the MXNet project signs-off!
   

----------------------------------------------------------------
This is an automated message from the Apache Git Service.
To respond to the message, please log on to GitHub and use the
URL above to go to the specific comment.
 
For queries about this service, please contact Infrastructure at:
users@infra.apache.org


With regards,
Apache Git Services