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Debug positive definite constraints #68720

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3d1567a
Added 'torch.distributions.constraints.symmetric' checking if the ten…
nonconvexopt Nov 19, 2021
265759c
Fit flake8 requirements
nonconvexopt Nov 20, 2021
909af85
Disabled calling symmetric class and postive definite class in Public…
nonconvexopt Nov 21, 2021
83c8b41
Reverted Calling classes symmetric and postivie_definite in public in…
nonconvexopt Nov 21, 2021
9b1dcda
Added test for symmetric constraint and positive_definite constraint
nonconvexopt Nov 21, 2021
8a0cef2
Fix error in positive definite constraint
nonconvexopt Nov 21, 2021
124fb09
Improve converting complex value to real
nonconvexopt Nov 22, 2021
295a348
Reflected the comment of neerajprad and cleaned argument usage for py…
nonconvexopt Nov 22, 2021
c2da8f0
Merge branch 'pytorch:master' into torch.distributions.constraints.sy…
nonconvexopt Nov 22, 2021
df3094c
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 22, 2021
c0f10a4
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 23, 2021
510f7b4
Merge branch 'pytorch:master' into torch.distributions.constraints.sy…
nonconvexopt Nov 23, 2021
61bea99
use torch.linalg.cholesky_ex and reflect Lezcano's feedback
nonconvexopt Nov 23, 2021
bec8072
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 23, 2021
2a6e2e4
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 24, 2021
8fc1ac2
Applied inheritance among matrix constraints.
nonconvexopt Nov 25, 2021
8f5a13e
Merge branch 'master' into debug_positive_definite_constraints
nonconvexopt Nov 25, 2021
d6b9e5b
Removed trailing spaces.
nonconvexopt Nov 25, 2021
6e1c347
Merge branch 'debug_positive_definite_constraints' of github.com:nonc…
nonconvexopt Nov 25, 2021
ed195fe
Merge branch 'pytorch:master' into torch.distributions.constraints.sy…
nonconvexopt Nov 25, 2021
77d0895
Fix conflicts
nonconvexopt Nov 25, 2021
eaf5c96
Change to
nonconvexopt Nov 25, 2021
315891d
Change 'zeros' to 'full' and reflect feedback of Lezcano.
nonconvexopt Nov 25, 2021
0012075
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 27, 2021
37a6f68
Change assertion to return and give device parameter to 'torch.full' …
nonconvexopt Nov 27, 2021
d52e0cc
Test CI with only positive definite checking.
nonconvexopt Nov 27, 2021
46a6a15
Testing CI
nonconvexopt Nov 27, 2021
42e87d0
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 28, 2021
68a8cc2
Test CI with Symmetric and positive definite
nonconvexopt Nov 28, 2021
deefc14
Fixing CI errors.
nonconvexopt Nov 28, 2021
676a93a
Fixing CI errors
nonconvexopt Nov 28, 2021
c3458a0
Try torch.linalg.eigvalsh
nonconvexopt Nov 28, 2021
9bd333e
Fixing CI errors.
nonconvexopt Nov 28, 2021
b21b011
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 28, 2021
b28994a
Fixing CI errors
nonconvexopt Nov 28, 2021
76f4d4e
Revert modifications tried for debugging CI
nonconvexopt Nov 28, 2021
50e0329
Merged #68644
nonconvexopt Nov 28, 2021
3aa4d89
Solve TODO in 'torch.distributions.multivariate_normal'
nonconvexopt Nov 29, 2021
ebb029f
Test CI wish softer check
nonconvexopt Nov 29, 2021
2f9f665
Revert modification.
nonconvexopt Nov 29, 2021
369d5f8
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 29, 2021
a0d9595
Fix error in testing the positive definite constraints.
nonconvexopt Nov 29, 2021
8fe83da
Merge master
nonconvexopt Nov 29, 2021
5e0f85e
Fixing CI errors
nonconvexopt Nov 29, 2021
bc1c635
Use torch.isclose and reflect the feedback of neerajprad
nonconvexopt Nov 29, 2021
0d3a4a9
Fixing CI errors.
nonconvexopt Nov 29, 2021
7adfb50
Revert modification in '_precision_to_scale_tril' in multivariate_normal
nonconvexopt Nov 29, 2021
6b57d92
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 29, 2021
a1ceee6
Add test for high dimensional symmetric matrices.
nonconvexopt Nov 30, 2021
3cf67b2
Merge branch 'debug_positive_definite_constraints' of github.com:nonc…
nonconvexopt Nov 30, 2021
838c288
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 30, 2021
3bd0acd
Delete assert message in 'test_constraint' function
nonconvexopt Nov 30, 2021
ee046f4
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 30, 2021
67b3448
Merge branch 'pytorch:master' into debug_positive_definite_constraints
nonconvexopt Nov 30, 2021
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4 changes: 1 addition & 3 deletions torch/distributions/constraints.py
Original file line number Diff line number Diff line change
Expand Up @@ -463,9 +463,7 @@ class _PositiveDefinite(Constraint):
event_dim = 2

def check(self, value):
# Assumes that the matrix or batch of matrices in value are symmetric
# info == 0 means no error, that is, it's SPD
return torch.linalg.cholesky_ex(value).info.eq(0).unsqueeze(0)
return (torch.linalg.eig(value)[0].real > 0).all(dim=-1)
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class _Cat(Constraint):
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