
Cholesky_inverse
torch_cholesky_inverse(self, upper = FALSE)
(Tensor) the input 2-D tensor
(bool, optional) whether to return a lower (default) or upper triangular matrix
Computes the inverse of a symmetric positive-definite matrix inv
. The inverse is computed using
LAPACK routines dpotri
and spotri
(and the corresponding MAGMA routines).
If upper
is FALSE
,
upper
is TRUE
or not provided,
if (torch_is_installed()) {
if (FALSE) {
a = torch_randn(c(3, 3))
a = torch_mm(a, a$t()) + 1e-05 * torch_eye(3) # make symmetric positive definite
u = torch_cholesky(a)
a
torch_cholesky_inverse(u)
a$inverse()
}
}
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