def _cond(self):
if not self.is_self_adjoint:
# In general the condition number is the ratio of the
# absolute value of the largest and smallest singular values.
vals = linalg_ops.svd(self.to_dense(), compute_uv=False)
else:
# For self-adjoint matrices, and in general normal matrices,
# we can use eigenvalues.
vals = math_ops.abs(self._eigvals())
return (math_ops.reduce_max(vals, axis=-1) /
math_ops.reduce_min(vals, axis=-1))
def assert_no_entries_with_modulus_zero(
x, message=None, name="assert_no_entries_with_modulus_zero"):
"""Returns `Op` that asserts Tensor `x` has no entries with modulus zero.
Args:
x: Numeric `Tensor`, real, integer, or complex.
message: A string message to prepend to failure message.
name: A name to give this `Op`.
Returns:
An `Op` that asserts `x` has no entries with modulus zero.
"""
with ops.name_scope(name, values=[x]):
x = ops.convert_to_tensor(x, name="x")
dtype = x.dtype
should_be_nonzero = math_ops.abs(x)
zero = ops.convert_to_tensor(0, dtype=dtypes.real_dtype(dtype))
return check_ops.assert_less(zero, should_be_nonzero, message=message)
def _log_abs_determinant(self):
# Recall
# det(L + UDV^H) = det(D^{-1} + V^H L^{-1} U) det(D) det(L)
# = det(C) det(D) det(L)
log_abs_det_d = self.diag_operator.log_abs_determinant()
log_abs_det_l = self.base_operator.log_abs_determinant()
if self._use_cholesky:
chol_cap_diag = _linalg.diag_part(self._chol_capacitance)
log_abs_det_c = 2 * math_ops.reduce_sum(
math_ops.log(chol_cap_diag), axis=[-1])
else:
det_c = linalg_ops.matrix_determinant(self._capacitance)
log_abs_det_c = math_ops.log(math_ops.abs(det_c))
if np.issubdtype(self.dtype, np.complexfloating):
log_abs_det_c = _ops.cast(log_abs_det_c, dtype=self.dtype)
return log_abs_det_c + log_abs_det_d + log_abs_det_l
def assert_hermitian_spectrum(self, name="assert_hermitian_spectrum"):
"""Returns an `Op` that asserts this operator has Hermitian spectrum.
This operator corresponds to a real-valued matrix if and only if its
spectrum is Hermitian.
Args:
name: A name to give this `Op`.
Returns:
An `Op` that asserts this operator has Hermitian spectrum.
"""
eps = np.finfo(dtypes.real_dtype(self.dtype)).eps
with self._name_scope(name): # pylint: disable=not-callable
# Assume linear accumulation of error.
max_err = eps * self.domain_dimension_tensor()
imag_convolution_kernel = math_ops.imag(self.convolution_kernel())
return check_ops.assert_less(math_ops.abs(imag_convolution_kernel),
max_err,
message="Spectrum was not Hermitian")
def _log_abs_determinant(self):
return self._num_rows_cast_to_real_dtype * math_ops.log(
math_ops.abs(self.multiplier))
def _assert_non_singular(self):
return check_ops.assert_positive(math_ops.abs(self.multiplier),
message="LinearOperator was singular")
def _log_abs_determinant(self):
axis = [-(i + 1) for i in range(self.block_depth)]
lad = math_ops.reduce_sum(math_ops.log(math_ops.abs(self.spectrum)),
axis=axis)
return _ops.cast(lad, self.dtype)
def _log_abs_determinant(self):
return math_ops.reduce_sum(
math_ops.log(math_ops.abs(self._get_diag())), axis=[-1])
def _cond(self):
abs_diag = math_ops.abs(self.diag)
return (math_ops.reduce_max(abs_diag, axis=-1) /
math_ops.reduce_min(abs_diag, axis=-1))
def _log_abs_determinant(self):
log_det = math_ops.reduce_sum(math_ops.log(math_ops.abs(self._diag)),
axis=[-1])
if np.issubdtype(self.dtype, np.complexfloating):
log_det = _ops.cast(log_det, dtype=self.dtype)
return log_det
def __init__(self,
spectrum,
block_depth,
input_output_dtype=dtypes.complex64,
is_non_singular=None,
is_self_adjoint=None,
is_positive_definite=None,
is_square=True,
name="LinearOperatorCirculant"):
r"""Initialize an `_BaseLinearOperatorCirculant`.
Args:
spectrum: Shape `[B1,...,Bb, N]` `Tensor`. Allowed dtypes: `float16`,
`float32`, `float64`, `complex64`, `complex128`. Type can be different
than `input_output_dtype`
block_depth: Python integer, either 1, 2, or 3. Will be 1 for circulant,
2 for block circulant, and 3 for nested block circulant.
input_output_dtype: `dtype` for input/output.
is_non_singular: Expect that this operator is non-singular.
is_self_adjoint: Expect that this operator is equal to its hermitian
transpose. If `spectrum` is real, this will always be true.
is_positive_definite: Expect that this operator is positive definite,
meaning the quadratic form `x^H A x` has positive real part for all
nonzero `x`. Note that we do not require the operator to be
self-adjoint to be positive-definite. See:
https://en.wikipedia.org/wiki/Positive-definite_matrix\
#Extension_for_non_symmetric_matrices
is_square: Expect that this operator acts like square [batch] matrices.
name: A name to prepend to all ops created by this class.
Raises:
ValueError: If `block_depth` is not an allowed value.
TypeError: If `spectrum` is not an allowed type.
"""
allowed_block_depths = [1, 2, 3]
self._name = name
if block_depth not in allowed_block_depths:
raise ValueError("Expected block_depth to be in %s. Found: %s." %
(allowed_block_depths, block_depth))
self._block_depth = block_depth
with ops.name_scope(name, values=[spectrum]):
self._spectrum = self._check_spectrum_and_return_tensor(spectrum)
# Check and auto-set hints.
if not np.issubdtype(self.spectrum.dtype, np.complexfloating):
if is_self_adjoint is False:
raise ValueError(
"A real spectrum always corresponds to a self-adjoint operator.")
is_self_adjoint = True
if is_square is False:
raise ValueError(
"A [[nested] block] circulant operator is always square.")
is_square = True
# If _ops.TensorShape(spectrum.shape) = [s0, s1, s2], and block_depth = 2,
# block_shape = [s1, s2]
s_shape = array_ops.shape(self.spectrum)
self._block_shape_tensor = s_shape[-self.block_depth:]
# Add common variants of spectrum to the graph.
self._spectrum_complex = _to_complex(self.spectrum)
self._abs_spectrum = math_ops.abs(self.spectrum)
self._conj_spectrum = math_ops.conj(self._spectrum_complex)
super(_BaseLinearOperatorCirculant, self).__init__(
dtype=dtypes.as_dtype(input_output_dtype),
graph_parents=[self.spectrum],
is_non_singular=is_non_singular,
is_self_adjoint=is_self_adjoint,
is_positive_definite=is_positive_definite,
is_square=is_square,
name=name)
