Table Of Contents
Table Of Contents

mx.symbol.linalg_potrf

Description

Performs Cholesky factorization of a symmetric positive-definite matrix. Input is a tensor A of dimension n >= 2.

If n=2, the Cholesky factor L of the symmetric, positive definite matrix A is computed. L is lower triangular (entries of upper triangle are all zero), has positive diagonal entries, and:

A = L * LT

If n>2, potrf is performed separately on the trailing two dimensions for all inputs (batch mode).

Note

The operator supports float32 and float64 data types only.

Example:

// Single matrix factorization
A = [[4.0, 1.0], [1.0, 4.25]]
potrf(A) = [[2.0, 0], [0.5, 2.0]]

// Batch matrix factorization
A = [[[4.0, 1.0], [1.0, 4.25]], [[16.0, 4.0], [4.0, 17.0]]]
potrf(A) = [[[2.0, 0], [0.5, 2.0]], [[4.0, 0], [1.0, 4.0]]]

Usage

mx.symbol.linalg_potrf(...)

Arguments

Argument

Description

A

NDArray-or-Symbol.

Tensor of input matrices to be decomposed

name

string, optional.

Name of the resulting symbol.