pytorch
b4857814 - Add a transform for positive-definite matrices. (#76777)

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2 years ago
Add a transform for positive-definite matrices. (#76777) The `PositiveDefiniteTransform` is required to transform from an unconstrained space to positive definite matrices, e.g. to support testing the Wishart mode in #76690. It is a simple extension of the `LowerCholeskyTransform`. I've also added a small test that ensures the generated data belong to the domain of the associated transform. Previously, the data generated for the inverse transform of the `LowerCholeskyTransform` wasn't part of the domain, and the test only passed because the comparison uses `equal_nan=True`. Pull Request resolved: https://github.com/pytorch/pytorch/pull/76777 Approved by: https://github.com/lezcano, https://github.com/fritzo, https://github.com/soumith
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