pymc-devs / pymc-devs/pytensor

ENH: allow val argument in fill_diagonal to be array-valued

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feature request
Dominant language
Python
Stars
644
Forks
208
Avg merge
2d 14h
Merged PRs (30d)
16

Description

Before

Currently the val argument in fill_diagonal only accepts scalar values:

fill_diagonal(a, val)

For example,

fill_diagonal(pt.ones(5), 3)

will fill the diagonal element with 3.

After

This function should be allowed to set different values for each diagonal element, for example:

fill_diagonal(pt.ones(5), np.arange(5))
Context for the issue:

In the context of covariance matrices, one may want to set diagonal elements to different values for each component of a multivariate normal, for example.

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First steps

  1. Read the whole issue, then the project's contributing guide.
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  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start in pytensor/tensor/extra_ops.py at fill_diagonal, specifically the linked lines 952-982, and inspect its current scalar-value handling. Confirm the change with the shown np.arange(5) example; done means distinct array values populate the diagonal while scalar behavior remains supported.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
backend
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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