mxnet.ndarray.linalg.syevd¶

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

Eigendecomposition for symmetric matrix. Input is a tensor A of dimension n >= 2.

If n=2, A must be symmetric, of shape (x, x). We compute the eigendecomposition, resulting in the orthonormal matrix U of eigenvectors, shape (x, x), and the vector L of eigenvalues, shape (x,), so that:

U * A = diag(L) * U

Here:

U * U^T = U^T * U = I

where I is the identity matrix. Also, L(0) <= L(1) <= L(2) <= … (ascending order).

If n>2, syevd is performed separately on the trailing two dimensions of A (batch mode). In this case, U has n dimensions like A, and L has n-1 dimensions.

Note

The operator supports float32 and float64 data types only.

Note

Derivatives for this operator are defined only if A is such that all its eigenvalues are distinct, and the eigengaps are not too small. If you need gradients, do not apply this operator to matrices with multiple eigenvalues.

Examples:

// Single symmetric eigendecomposition
A = [[1., 2.], [2., 4.]]
U, L = syevd(A)
U = [[0.89442719, -0.4472136],
     [0.4472136, 0.89442719]]
L = [0., 5.]

// Batch symmetric eigendecomposition
A = [[[1., 2.], [2., 4.]],
     [[1., 2.], [2., 5.]]]
U, L = syevd(A)
U = [[[0.89442719, -0.4472136],
      [0.4472136, 0.89442719]],
     [[0.92387953, -0.38268343],
      [0.38268343, 0.92387953]]]
L = [[0., 5.],
     [0.17157288, 5.82842712]]

Defined in src/operator/tensor/la_op.cc:L638

Parameters

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

Returns

out – The output of this function.

Return type

NDArray or list of NDArrays