bijector.py 文件源码

def _woodbury_sandwiched_term(self):
    """Computes the sandwiched term in the Woodbury identity.

    Computes the "`C`" in the the 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

    Returns:
      woodbury_sandwich_term: A `Tensor` to be used like `C`, above.
    """
    minv_v = linalg_ops.matrix_triangular_solve(self._m, self._v)
    vt_minv_v = math_ops.matmul(self._v, minv_v, adjoint_a=True)
    return self._d_inv.add_to_tensor(vt_minv_v)