tf.cholesky()

tf.cholesky(input, name=None)

Computes the Cholesky decomposition of one or more square matrices.

The input is a tensor of shape [..., M, M] whose inner-most 2 dimensions form square matrices, with the same constraints as the single matrix Cholesky decomposition above. The output is a tensor of the same shape as the input containing the Cholesky decompositions for all input submatrices [..., :, :].

Args:

• input: A Tensor. Must be one of the following types: float64, float32. Shape is [..., M, M].
• name: A name for the operation (optional).

Returns:

A Tensor. Has the same type as input. Shape is [..., M, M].