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List of papers, PDFs etc. with rules

Open oxinabox opened this issue 6 years ago • 8 comments

  • https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf
  • QR: https://arxiv.org/pdf/1001.1654.pdf

oxinabox avatar Oct 07 '19 16:10 oxinabox

https://arxiv.org/pdf/1710.08717.pdf might include a few more as well.

ChrisRackauckas avatar Oct 07 '19 16:10 ChrisRackauckas

Cholesky: https://arxiv.org/abs/1602.07527

nickrobinson251 avatar Oct 07 '19 16:10 nickrobinson251

https://tminka.github.io/papers/matrix/ may have some too

nickrobinson251 avatar Oct 07 '19 16:10 nickrobinson251

SVD: https://j-towns.github.io/papers/svd-derivative.pdf

IvanYashchuk avatar Oct 07 '19 17:10 IvanYashchuk

some stuff may be buried in https://dlmf.nist.gov/ e.g. Bessel functions https://dlmf.nist.gov/10.29#i

nickrobinson251 avatar Oct 14 '19 10:10 nickrobinson251

#144 - AD-friendly eigendecomposition from NeurIPS 2019.

willtebbutt avatar Jan 07 '20 13:01 willtebbutt

https://github.com/JuliaDiff/ChainRules.jl/issues/238 - more linear algebra rules

nickrobinson251 avatar Jul 16 '20 08:07 nickrobinson251

From #238: This paper (there seems to be a free earlier version here) has a number of reverse-mode rules, in particular for BLAS and LAPACK subroutines. Saw a bunch we don't have in there (see the tables).

sethaxen avatar Jul 17 '20 19:07 sethaxen