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[linalg] Add support for cholesky decomposition
#563
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dan-zheng
approved these changes
Nov 21, 2019
15 tasks
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Awesome! @dan-zheng , @saeta |
awav
reviewed
Nov 22, 2019
| [0.02154995, 0.2738613]], | ||
| [[2.4748755, -0.7071073], | ||
| [-0.7071073, 0.3535535]]]) | ||
| assertEqual(computedGradient, expectedGradient, accuracy: 1e-5) |
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The accuracy level: is that a rtol or atol?
awav
reviewed
Nov 22, 2019
| /// - Parameter input: A tensor of shape `[..., M, M]`. | ||
| @inlinable | ||
| @differentiable(vjp: _vjpCholesky) | ||
| public func cholesky<T: TensorFlowFloatingPoint>(_ x: Tensor<T>) -> Tensor<T> { |
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Yup, it sure does! Check out some of the shapes used in testing.
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Adds basic support for
choleskydecomposition.Issue: #562