BackwardsLinalg.jl
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Auto differentiation over linear algebras (a Zygote extension)
It's great to see someone taking AD + linear algebra seriously. @GiggleLiu would you be open to merging this stuff into ChainRules at some point in the not too distant...
While random matrices work, I get lapack exceptions in trtrs when using it in my application. [fpeps.zip](https://github.com/GiggleLiu/BackwardsLinalg.jl/files/4049128/fpeps.zip) `using Zygote,BackwardsLinalg,fpeps width = 4;height = 4; D = 2;d = 2;chi =...
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U, S, V = `svd"ijkl->ijs,s,skl"(A; tol=?, D =?)` This would be helpful in tensor network algorithms.
Hi @GiggleLiu, I was wondering about this use case ```julia using Zygote using BackwardsLinalg gradient(x -> sum(qr(x).Q), rand(3,3)) ``` but this gives an error ```julia julia> gradient(x -> qr(x).Q |>...
## Paper * symeig, lq, et. al https://arxiv.org/abs/1710.08717 * svd https://j-towns.github.io/papers/svd-derivative.pdf * rsvd https://epubs.siam.org/doi/10.1137/090771806 * Einsum https://github.com/pytorch/pytorch/blob/4404762d7dd955383acee92e6f06b48144a0742e/aten/src/ATen/native/Linear.cpp#L125 * Lei-Wang's autodiff in TN paper (about increasing numerical stability) To be announced...