[GitHub] [incubator-mxnet] zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant
zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant URL: https://github.com/apache/incubator-mxnet/issues/14360#issuecomment-513282272 @arcadiaphy OK great. Moving this discussion about svd and pinverse over to issue #14962 This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
[GitHub] [incubator-mxnet] zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant
zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant URL: https://github.com/apache/incubator-mxnet/issues/14360#issuecomment-471338317 @ketranm Looks like inversion via Cholesky factorization is supported, and there's also an API handle for getting the inversion using that factorization: https://mxnet.apache.org/api/python/ndarray/linalg.html#linear-algebra potrf - get the Cholesky factorization (triangular matrix) potri - calculate inversion (edit: using the Cholesky factorization from potrf) sumlogdiag - *may* be useful for calculating logdeterminant (my linear algebra is a little rusty) There's not a shortcut for getting the determinant or log determinant, but these are simple ops using the Cholesky factorization. It seems to me that all of this should be clarified in the documentation, at the minimum, and we should probably add API calls for det and logdet. I've also made a request to have a single 'inverse' operation as with Torch. I opened a JIRA ticket and will start implementing these as soon as someone more internal to the MXNet project signs-off! This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
[GitHub] [incubator-mxnet] zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant
zboldyga edited a comment on issue #14360: supporting matrix inversion and determinant URL: https://github.com/apache/incubator-mxnet/issues/14360#issuecomment-471338317 @ketranm Looks like inversion via Cholesky factorization is supported, and there's also an API handle for getting the inversion using that factorization: https://mxnet.apache.org/api/python/ndarray/linalg.html#linear-algebra potrf - get the Cholesky factorization (triangular matrix) potri - calculate inversion sumlogdiag - *may* be useful for calculating logdeterminant (my linear algebra is a little rusty) There's not a shortcut for getting the determinant or log determinant, but these are simple ops using the Cholesky factorization. It seems to me that all of this should be clarified in the documentation, at the minimum, and we should probably add API calls for det and logdet. I've also made a request to have a single 'inverse' operation as with Torch. I opened a JIRA ticket and will start implementing these as soon as someone more internal to the MXNet project signs-off! This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services
