2022-09-22 12:26:48 -07:00
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# Copyright 2020 The JAX Authors.
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Add Cholesky, QR, and Triangular solve implementations.
* Adds lax.{cholesky,triangular_solve,qr}. Adds a JVP for Cholesky.
* Adds a transpose rule for add_p, needed by the Cholesky JVP.
* Adds np.linalg.{cholesky,qr,dot,matmul,trace}.
* Adds scipy.linalg.{cholesky,qr,solve_triangular,tril,triu}.
Pair programmed with mattjj.
2018-12-13 13:03:08 -05:00
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# https://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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2020-10-16 16:55:14 -04:00
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from jax._src.scipy.linalg import (
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2021-08-30 14:35:22 -07:00
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block_diag as block_diag,
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cholesky as cholesky,
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cho_factor as cho_factor,
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cho_solve as cho_solve,
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det as det,
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eigh as eigh,
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eigh_tridiagonal as eigh_tridiagonal,
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expm as expm,
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expm_frechet as expm_frechet,
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2022-11-09 06:23:22 -08:00
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hessenberg as hessenberg,
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2021-08-30 14:35:22 -07:00
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inv as inv,
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lu as lu,
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lu_factor as lu_factor,
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lu_solve as lu_solve,
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polar as polar,
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2022-05-12 07:15:55 -07:00
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polar_unitary as polar_unitary,
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2021-08-30 14:35:22 -07:00
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qr as qr,
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2022-03-27 12:31:12 +01:00
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rsf2csf as rsf2csf,
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2022-02-12 03:11:57 +01:00
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schur as schur,
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sqrtm as sqrtm,
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2021-08-30 14:35:22 -07:00
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solve as solve,
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solve_triangular as solve_triangular,
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svd as svd,
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tril as tril,
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triu as triu,
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2020-10-16 16:55:14 -04:00
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)
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2021-07-20 11:28:53 -04:00
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2022-04-26 18:03:14 +01:00
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from jax._src.third_party.scipy.linalg import (
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funm as funm,
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)
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