operator_pd_vdvt_update.py 文件源码

def _sqrt_log_det_core(self, diag_chol_c):
    """Finish computation of Sqrt[Log[Det]]."""
    # Complete computation of ._log_det and ._batch_log_det, after the initial
    # Cholesky factor has been taken with the appropriate batch/non-batch method

    # det(M + VDV^T) = det(D^{-1} + V^T M^{-1} V) * det(D) * det(M)
    #                = det(C) * det(D) * det(M)
    # Multiply by 2 here because this is the log-det of the Cholesky factor of C
    log_det_c = 2 * math_ops.reduce_sum(
        math_ops.log(diag_chol_c),
        reduction_indices=[-1])
    # Add together to get Log[det(M + VDV^T)], the Log-det of the updated square
    # root.
    log_det_updated_sqrt = (
        log_det_c + self._diag_operator.log_det() + self._operator.log_det())
    return log_det_updated_sqrt