Added an implementation of a multivariate normal distribution (#4950)

torch/distributions/utils.py

@@ -163,6 +163,18 @@ def probs_to_logits(probs, is_binary=False):
     return torch.log(ps_clamped)
 
 
+def batch_tril(bmat, diagonal=0):
+    """
+    Given a batch of matrices, returns the lower triangular part of each matrix, with
+    the other entries set to 0. The argument `diagonal` has the same meaning as in
+    `torch.tril`.
+    """
+    if bmat.dim() == 2:
+        return bmat.tril(diagonal=diagonal)
+    else:
+        return bmat * torch.tril(bmat.new(*bmat.shape[-2:]).fill_(1.0), diagonal=diagonal)
+
+
 class lazy_property(object):
     r"""
     Used as a decorator for lazy loading of class attributes. This uses a