mvn.py 文件源码

def _sample_n(self, n, seed=None):
    # Recall _assert_valid_mu ensures mu and self._cov have same batch shape.
    shape = array_ops.concat(0, [self._cov.vector_shape(), [n]])
    white_samples = random_ops.random_normal(shape=shape,
                                             mean=0,
                                             stddev=1,
                                             dtype=self.dtype,
                                             seed=seed)

    correlated_samples = self._cov.sqrt_matmul(white_samples)

    # Move the last dimension to the front
    perm = array_ops.concat(0, (
        array_ops.pack([array_ops.rank(correlated_samples) - 1]),
        math_ops.range(0, array_ops.rank(correlated_samples) - 1)))

    # TODO(ebrevdo): Once we get a proper tensor contraction op,
    # perform the inner product using that instead of batch_matmul
    # and this slow transpose can go away!
    correlated_samples = array_ops.transpose(correlated_samples, perm)
    samples = correlated_samples + self.mu
    return samples