@tensorflow/tfjs-core
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Hardware-accelerated JavaScript library for machine intelligence
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TypeScript
/**
* @license
* Copyright 2018 Google LLC. All Rights Reserved.
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
* =============================================================================
*/
import { Tensor, Tensor1D, Tensor2D } from '../tensor';
/**
* Gram-Schmidt orthogonalization.
*
* ```js
* const x = tf.tensor2d([[1, 2], [3, 4]]);
* let y = tf.linalg.gramSchmidt(x);
* y.print();
* console.log('Othogonalized:');
* y.dot(y.transpose()).print(); // should be nearly the identity matrix.
* console.log('First row direction maintained:');
* const data = await y.array();
* console.log(data[0][1] / data[0][0]); // should be nearly 2.
* ```
*
* @param xs The vectors to be orthogonalized, in one of the two following
* formats:
* - An Array of `tf.Tensor1D`.
* - A `tf.Tensor2D`, i.e., a matrix, in which case the vectors are the rows
* of `xs`.
* In each case, all the vectors must have the same length and the length
* must be greater than or equal to the number of vectors.
* @returns The orthogonalized and normalized vectors or matrix.
* Orthogonalization means that the vectors or the rows of the matrix
* are orthogonal (zero inner products). Normalization means that each
* vector or each row of the matrix has an L2 norm that equals `1`.
*/
/**
* @doc {heading:'Operations',
* subheading:'Linear Algebra',
* namespace:'linalg'}
*/
declare function gramSchmidt_(xs: Tensor1D[] | Tensor2D): Tensor1D[] | Tensor2D;
/**
* Compute QR decomposition of m-by-n matrix using Householder transformation.
*
* Implementation based on
* [http://www.cs.cornell.edu/~bindel/class/cs6210-f09/lec18.pdf]
* (http://www.cs.cornell.edu/~bindel/class/cs6210-f09/lec18.pdf)
*
* ```js
* const a = tf.tensor2d([[1, 2], [3, 4]]);
* let [q, r] = tf.linalg.qr(a);
* console.log('Q');
* q.print();
* console.log('R');
* r.print();
* console.log('Orthogonalized');
* q.dot(q.transpose()).print() // should be nearly the identity matrix.
* console.log('Reconstructed');
* q.dot(r).print(); // should be nearly [[1, 2], [3, 4]];
* ```
*
* @param x The `tf.Tensor` to be QR-decomposed. Must have rank >= 2. Suppose
* it has the shape `[..., M, N]`.
* @param fullMatrices An optional boolean parameter. Defaults to `false`.
* If `true`, compute full-sized `Q`. If `false` (the default),
* compute only the leading N columns of `Q` and `R`.
* @returns An `Array` of two `tf.Tensor`s: `[Q, R]`. `Q` is a unitary matrix,
* i.e., its columns all have unit norm and are mutually orthogonal.
* If `M >= N`,
* If `fullMatrices` is `false` (default),
* - `Q` has a shape of `[..., M, N]`,
* - `R` has a shape of `[..., N, N]`.
* If `fullMatrices` is `true` (default),
* - `Q` has a shape of `[..., M, M]`,
* - `R` has a shape of `[..., M, N]`.
* If `M < N`,
* - `Q` has a shape of `[..., M, M]`,
* - `R` has a shape of `[..., M, N]`.
* @throws If the rank of `x` is less than 2.
*/
/**
* @doc {heading:'Operations',
* subheading:'Linear Algebra',
* namespace:'linalg'}
*/
declare function qr_(x: Tensor, fullMatrices?: boolean): [Tensor, Tensor];
export declare const gramSchmidt: typeof gramSchmidt_;
export declare const qr: typeof qr_;
export {};