Returns w
such that inverse(a + u.T.dot(u)) = a_inv + w
.
tf_agents.bandits.policies.linalg.simplified_woodbury_update(
a_inv: tf_agents.typing.types.Float
,
u: tf_agents.typing.types.Float
) -> tf_agents.typing.types.Float
Makes use of the Woodbury matrix identity. See
https://en.wikipedia.org/wiki/Woodbury_matrix_identity
Args |
a_inv
|
an invertible SYMMETRIC Tensor of shape [m, m] .
|
u
|
a Tensor of shape [n, m] .
|
Returns |
A Tensor w of shape [m, m] such that
inverse(a + u.T.dot(u)) = a_inv + w .
|
Raises |
ValueError
|
if a_inv is not square or a_inv and u have incompatible
shapes.
|