mxnet.ndarray.linalg.potrf¶

mxnet.ndarray.linalg.potrf(A=None, out=None, name=None, **kwargs)¶

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

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

A = B * B^T if lower = true A = B^T * B if lower = false

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.

Examples:

// 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]]]

Defined in src/operator/tensor/la_op.cc:L213

Parameters

A (NDArray) – Tensor of input matrices to be decomposed
out (NDArray, optional) – The output NDArray to hold the result.

Returns

out – The output of this function.

Return type

NDArray or list of NDArrays