Create a a diagonal matrix from Dirchlet distribution PYMC 5.2.0

Questions v5
1

Hello,

In numpy I can create an array, z, of random values drawn from a Dirichlet distribution and np.diag(z) will create a diagonal matrix.

In PYMC, I have not had any success in creating the diagonal matrix. I have looked through APIs and a search through the forums hasn’t helped. I believe there used to be an option tt.nlinalg.diag() in older versions of pymc. Any ideas?

2

The computational backend was changed from theano to pytensor in version 5, but most of the functionality is exactly the same. pytensor.tensor has all of the numpy-like stuff:

import pymc as pm
import pytensor.tensor as pt

d = pm.Dirichlet.dist(a=[1,1,1])
pt.diag(d).eval()
>>>Out:
array([[0.66949914, 0.        , 0.        ],
       [0.        , 0.29879084, 0.        ],
       [0.        , 0.        , 0.03171002]])
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