tensorflow_probability/python/sts/decomposition.py
def _split_covariance_into_marginals(covariance, block_sizes):
  """Split a covariance matrix into block-diagonal marginals of given sizes."""
  start_dim = 0
  marginals = []
  for size in block_sizes:
    end_dim = start_dim + size
    marginals.append(covariance[..., start_dim:end_dim, start_dim:end_dim])
    start_dim = end_dim
  return marginals
def _split_covariance_into_marginals(covariance, block_sizes):
  start_dim = 0
  marginals = []
  for size in block_sizes:
    end_dim = start_dim + size
    marginals.append(covariance[..., start_dim:end_dim, start_dim:end_dim])
    start_dim = end_dim
  return marginals
def _split_covariance_into_marginals ( covariance , block_sizes ) : start_dim = 0 marginals = [ ] for size in block_sizes : end_dim = start_dim + size marginals . append ( covariance [ ... , start_dim : end_dim , start_dim : end_dim ] ) start_dim = end_dim return marginals
Split a covariance matrix into block-diagonal marginals of given sizes.
Split a covariance matrix into block - diagonal marginals of given sizes .