Python linalg_ops.matrix_solve函数代码示例

 def testNonSquareMatrix(self):
   # When the solve of a non-square matrix is attempted we should return
   # an error
   with self.test_session():
     with self.assertRaises(ValueError):
       matrix = constant_op.constant([[1., 2., 3.], [3., 4., 5.]])
       linalg_ops.matrix_solve(matrix, matrix)

 def _verifySolve(self, x, y, batch_dims=None):
   for np_type in [np.float32, np.float64, np.complex64, np.complex128]:
     if np_type == np.float32 or np_type == np.complex64:
       tol = 1e-5
     else:
       tol = 1e-12
     for adjoint in False, True:
       if np_type is [np.float32, np.float64]:
         a = x.real().astype(np_type)
         b = y.real().astype(np_type)
       else:
         a = x.astype(np_type)
         b = y.astype(np_type)
         a_np = np.conj(np.transpose(a)) if adjoint else a
       if batch_dims is not None:
         a = np.tile(a, batch_dims + [1, 1])
         a_np = np.tile(a_np, batch_dims + [1, 1])
         b = np.tile(b, batch_dims + [1, 1])
       np_ans = np.linalg.solve(a_np, b)
       for use_placeholder in False, True:
         with self.test_session(use_gpu=True) as sess:
           if use_placeholder:
             a_ph = array_ops.placeholder(dtypes.as_dtype(np_type))
             b_ph = array_ops.placeholder(dtypes.as_dtype(np_type))
             tf_ans = linalg_ops.matrix_solve(a_ph, b_ph, adjoint=adjoint)
             out = sess.run(tf_ans, {a_ph: a, b_ph: b})
           else:
             tf_ans = linalg_ops.matrix_solve(a, b, adjoint=adjoint)
             out = tf_ans.eval()
             self.assertEqual(tf_ans.get_shape(), out.shape)
           self.assertEqual(np_ans.shape, out.shape)
           self.assertAllClose(np_ans, out, atol=tol, rtol=tol)

 def testWrongDimensions(self):
   # The matrix and right-hand sides should have the same number of rows.
   with self.test_session():
     matrix = constant_op.constant([[1., 0.], [0., 1.]])
     rhs = constant_op.constant([[1., 0.]])
     with self.assertRaises(ValueError):
       linalg_ops.matrix_solve(matrix, rhs)

 def testNotInvertible(self):
   # The input should be invertible.
   with self.test_session():
     with self.assertRaisesOpError("Input matrix is not invertible."):
       # All rows of the matrix below add to zero
       matrix = constant_op.constant([[1., 0., -1.], [-1., 1., 0.],
                                      [0., -1., 1.]])
       linalg_ops.matrix_solve(matrix, matrix).eval()

 def testConcurrent(self):
   with self.session(use_gpu=True) as sess:
     all_ops = []
     for adjoint_ in False, True:
       lhs1 = random_ops.random_normal([3, 3], seed=42)
       lhs2 = random_ops.random_normal([3, 3], seed=42)
       rhs1 = random_ops.random_normal([3, 3], seed=42)
       rhs2 = random_ops.random_normal([3, 3], seed=42)
       s1 = linalg_ops.matrix_solve(lhs1, rhs1, adjoint=adjoint_)
       s2 = linalg_ops.matrix_solve(lhs2, rhs2, adjoint=adjoint_)
       all_ops += [s1, s2]
     val = sess.run(all_ops)
     self.assertAllEqual(val[0], val[1])
     self.assertAllEqual(val[2], val[3])

  def _verifySolve(self, x, y, batch_dims=None):
    for adjoint in False, True:
      for np_type in [np.float32, np.float64, np.complex64, np.complex128]:
        if np_type is [np.float32, np.float64]:
          a = x.real().astype(np_type)
          b = y.real().astype(np_type)
        else:
          a = x.astype(np_type)
          b = y.astype(np_type)
        if adjoint:
          a_np = np.conj(np.transpose(a))
        else:
          a_np = a
        if batch_dims is not None:
          a = np.tile(a, batch_dims + [1, 1])
          a_np = np.tile(a_np, batch_dims + [1, 1])
          b = np.tile(b, batch_dims + [1, 1])

        np_ans = np.linalg.solve(a_np, b)
        with self.test_session():
          tf_ans = linalg_ops.matrix_solve(a, b, adjoint=adjoint)
          out = tf_ans.eval()
          self.assertEqual(tf_ans.get_shape(), out.shape)
          self.assertEqual(np_ans.shape, out.shape)
          self.assertAllClose(np_ans, out)

def _MatrixSolveGrad(op, grad):
  """Gradients for MatrixSolve."""
  a = op.inputs[0]
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_solve(a, grad, adjoint=True)
  grad_a = -math_ops.matmul(grad_b, c, transpose_b=True)
  return (grad_a, grad_b)

 def test_solve(self):
   self._skip_if_tests_to_skip_contains("solve")
   for use_placeholder in False, True:
     for shape in self._shapes_to_test:
       for dtype in self._dtypes_to_test:
         for adjoint in False, True:
           for adjoint_arg in False, True:
             with self.test_session(graph=ops.Graph()) as sess:
               sess.graph.seed = random_seed.DEFAULT_GRAPH_SEED
               operator, mat, feed_dict = self._operator_and_mat_and_feed_dict(
                   shape, dtype, use_placeholder=use_placeholder)
               rhs = self._make_rhs(operator, adjoint=adjoint)
               # If adjoint_arg, solve A X = (rhs^H)^H = rhs.
               if adjoint_arg:
                 op_solve = operator.solve(
                     linear_operator_util.matrix_adjoint(rhs),
                     adjoint=adjoint, adjoint_arg=adjoint_arg)
               else:
                 op_solve = operator.solve(
                     rhs, adjoint=adjoint, adjoint_arg=adjoint_arg)
               mat_solve = linalg_ops.matrix_solve(mat, rhs, adjoint=adjoint)
               if not use_placeholder:
                 self.assertAllEqual(
                     op_solve.get_shape(), mat_solve.get_shape())
               op_solve_v, mat_solve_v = sess.run([op_solve, mat_solve],
                                                  feed_dict=feed_dict)
               self.assertAC(op_solve_v, mat_solve_v)

  def test_broadcast_matmul_and_solve(self):
    # These cannot be done in the automated (base test class) tests since they
    # test shapes that tf.matmul cannot handle.
    # In particular, tf.matmul does not broadcast.
    with self.test_session() as sess:
      x = random_ops.random_normal(shape=(2, 2, 3, 4))

      # This LinearOperatorDiag will be broadcast to (2, 2, 3, 3) during solve
      # and matmul with 'x' as the argument.
      diag = random_ops.random_uniform(shape=(2, 1, 3))
      operator = linalg.LinearOperatorDiag(diag, is_self_adjoint=True)
      self.assertAllEqual((2, 1, 3, 3), operator.shape)

      # Create a batch matrix with the broadcast shape of operator.
      diag_broadcast = array_ops.concat((diag, diag), 1)
      mat = array_ops.matrix_diag(diag_broadcast)
      self.assertAllEqual((2, 2, 3, 3), mat.get_shape())  # being pedantic.

      operator_matmul = operator.matmul(x)
      mat_matmul = math_ops.matmul(mat, x)
      self.assertAllEqual(operator_matmul.get_shape(), mat_matmul.get_shape())
      self.assertAllClose(*sess.run([operator_matmul, mat_matmul]))

      operator_solve = operator.solve(x)
      mat_solve = linalg_ops.matrix_solve(mat, x)
      self.assertAllEqual(operator_solve.get_shape(), mat_solve.get_shape())
      self.assertAllClose(*sess.run([operator_solve, mat_solve]))

  def sqrt_solve(self, x):
    """Computes `solve(self, x)`.

    Doesn't actually do the sqrt! Named as such to agree with API.

    To compute (M + V D V.T), we use the the Woodbury matrix identity:
      inv(M + V D V.T) = inv(M) - inv(M) V inv(C) V.T inv(M)
    where,
      C = inv(D) + V.T inv(M) V.
    See: https://en.wikipedia.org/wiki/Woodbury_matrix_identity

    Args:
      x: `Tensor`

    Returns:
      inv_of_self_times_x: `Tensor`
    """
    minv_x = linalg_ops.matrix_triangular_solve(self._m, x)
    vt_minv_x = math_ops.matmul(self._v, minv_x, transpose_a=True)
    cinv_vt_minv_x = linalg_ops.matrix_solve(
        self._woodbury_sandwiched_term(), vt_minv_x)
    v_cinv_vt_minv_x = math_ops.matmul(self._v, cinv_vt_minv_x)
    minv_v_cinv_vt_minv_x = linalg_ops.matrix_triangular_solve(
        self._m, v_cinv_vt_minv_x)
    return minv_x - minv_v_cinv_vt_minv_x

  def test_static_dims_broadcast_rhs_has_extra_dims_dynamic(self):
    # Since the second arg has extra dims, and the domain dim of the first arg
    # is larger than the number of linear equations, code will "flip" the extra
    # dims of the first arg to the far right, making extra linear equations
    # (then call the matrix function, then flip back).
    # We have verified that this optimization indeed happens.  How? We stepped
    # through with a debugger.
    # batch_shape = [2]
    matrix = rng.rand(3, 3)
    rhs = rng.rand(2, 3, 2)
    matrix_broadcast = matrix + np.zeros((2, 1, 1))

    matrix_ph = array_ops.placeholder(dtypes.float64, shape=[None, None])
    rhs_ph = array_ops.placeholder(dtypes.float64, shape=[None, None, None])

    with self.cached_session():
      result = linear_operator_util.matrix_solve_with_broadcast(matrix_ph,
                                                                rhs_ph)
      self.assertAllEqual(3, result.shape.ndims)
      expected = linalg_ops.matrix_solve(matrix_broadcast, rhs)
      self.assertAllClose(
          expected.eval(),
          result.eval(feed_dict={
              matrix_ph: matrix,
              rhs_ph: rhs
          }))

 def testBatchResultSize(self):
   # 3x3x3 matrices, 3x3x1 right-hand sides.
   matrix = np.array([1., 2., 3., 4., 5., 6., 7., 8., 9.] * 3).reshape(3, 3, 3)
   rhs = np.array([1., 2., 3.] * 3).reshape(3, 3, 1)
   answer = linalg_ops.matrix_solve(matrix, rhs)
   ls_answer = linalg_ops.matrix_solve_ls(matrix, rhs)
   self.assertEqual(ls_answer.get_shape(), [3, 3, 1])
   self.assertEqual(answer.get_shape(), [3, 3, 1])

def _MatrixSolveGrad(op, grad):
  """Gradients for MatrixSolve."""
  a = op.inputs[0]
  c = op.outputs[0]
  # TODO(rmlarsen): Get rid of explicit transpose after adding
  # adjoint_a attribute to solver.
  grad_b = linalg_ops.matrix_solve(array_ops.transpose(a), grad)
  grad_a = -math_ops.matmul(grad_b, c, transpose_b=True)
  return (grad_a, grad_b)

 def _solve(self, rhs, adjoint=False, adjoint_arg=False):
   if self.is_square is False:
     raise NotImplementedError(
         "Solve is not yet implemented for non-square operators.")
   rhs = linear_operator_util.matrix_adjoint(rhs) if adjoint_arg else rhs
   if self._can_use_cholesky():
     return linalg_ops.cholesky_solve(self._get_cached_chol(), rhs)
   return linalg_ops.matrix_solve(
       self._get_cached_dense_matrix(), rhs, adjoint=adjoint)

def _MatrixSolveGrad(op, grad):
  """Gradient for MatrixSolve."""
  a = op.inputs[0]
  adjoint_a = op.get_attr("adjoint")
  c = op.outputs[0]
  grad_b = linalg_ops.matrix_solve(a, grad, adjoint=not adjoint_a)
  if adjoint_a:
    grad_a = -math_ops.matmul(c, grad_b, adjoint_b=True)
  else:
    grad_a = -math_ops.matmul(grad_b, c, adjoint_b=True)
  return (grad_a, grad_b)