tfp.experimental.fastgp.partial_lanczos.tridiagonal_solve_multishift

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Solve (T - shift_k I) x_k = v_norm e_1 for batch of sym. tridiagonal T.

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Main aliases

tfp.experimental.fastgp.fast_gp.fast_log_det.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_gp.fast_log_det.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_gp.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_log_det.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_log_det.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.fast_gp.fast_log_det.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.fast_gp.fast_log_det.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.fast_gp.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.fast_log_det.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.fast_log_det.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.fast_mtgp.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.linalg.partial_lanczos.tridiagonal_solve_multishift, tfp.experimental.fastgp.preconditioners.linalg.partial_lanczos.tridiagonal_solve_multishift

tfp.experimental.fastgp.partial_lanczos.tridiagonal_solve_multishift(
    T: tfp.experimental.fastgp.mbcg.SymmetricTridiagonalMatrix,
    shifts: tfp.experimental.fastgp.fast_gp.Array,
    v_norm: tfp.experimental.fastgp.fast_gp.Array
) -> tfp.experimental.fastgp.fast_gp.Array

Args
T	A batched SymmetricTridiagonalMatrix. T.diag should be of shape (k, n).
shifts	A tensor of shape (s) representing s distinct scalar shifts.
v_norm	A size (k) batch of vector lengths.

Returns
A tensor x of shape (s, k, n) that approximately satisfies (T[k] - shifts[i] I) x[i, j, :] = v_norm[k] e_1