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Linop diagonal #820

Merged
merged 6 commits into from
May 10, 2023
Merged

Linop diagonal #820

merged 6 commits into from
May 10, 2023

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timweiland
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In a Nutshell

Add LinearOperator.diagonal().

Detailed Description

... which computes the diagonal of the linear operator. Default implementation uses np.diagonal, and subclasses may use more efficient implementations, e.g. for Kronecker linear operators.

"Future work"

  • Figure out a good way to compute the diagonal of a kronecker product when the second factor is not square
  • Implement diagonal of a covariance linear operator (shouldn't be too hard since it gets both inputs as arguments, but then you would possibly have to reshape and call the covariance function so that it only computes the diagonal)

timweiland added 3 commits May 10, 2023 00:47
@timweiland
Add LinearOperator.diagonal()
49d8390 
... which computes the diagonal of the linear operator. Default
implementation uses `np.diagonal`, and subclasses may use more efficient
implementations, e.g. for Kronecker linear operators.
@timweiland
Add tests for LinearOperator.diagonal()
9540d8d
@timweiland
Default diagonal impl via unit vector mults
8d3c804
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codecov bot commented May 9, 2023 •
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Codecov Report

❗ No coverage uploaded for pull request base (main@555485f). Click here to learn what that means.
The diff coverage is 100.00%.

Impacted file tree graph

@@           Coverage Diff           @@
##             main     #820   +/-   ##
=======================================
  Coverage        ?   91.17%           
=======================================
  Files           ?      218           
  Lines           ?     8241           
  Branches        ?     1068           
=======================================
  Hits            ?     7514           
  Misses          ?      499           
  Partials        ?      228
Impacted Files Coverage Δ
src/probnum/linops/_arithmetic_fallbacks.py 86.84% <ø> (ø)
src/probnum/linops/_block.py 96.05% <100.00%> (ø)
src/probnum/linops/_kronecker.py 92.70% <100.00%> (ø)
src/probnum/linops/_linear_operator.py 87.52% <100.00%> (ø)
src/probnum/linops/_scaling.py 87.28% <100.00%> (ø)

marvinpfoertner
marvinpfoertner approved these changes May 10, 2023
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🙏🏻

@timweiland timweiland merged commit 65f5604 into probabilistic-numerics:main May 10, 2023
@timweiland timweiland deleted the linop_diagonal branch May 10, 2023 10:22
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@marvinpfoertner marvinpfoertner marvinpfoertner approved these changes

@JonathanWenger JonathanWenger Awaiting requested review from JonathanWenger JonathanWenger is a code owner

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@timweiland @marvinpfoertner