Merge into ChainRules?

[willtebbutt]

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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 future? It would be a great help!

[GiggleLiu]

@willtebbutt Sorry for the late reply. I didn't notice this Issue until today.

I am very happy to see it being merged to ChainRules so that it can be better maintained. Wondering what can I do to help?

[willtebbutt]

The best first contribution would be to pick one of your implementations (maybe the qr decomposition, pretty sure we don't have that yet) and make a PR to ChainRules.

Probably you're going to want to locate it this file:

https://github.com/JuliaDiff/ChainRules.jl/blob/master/src/rulesets/LinearAlgebra/factorization.jl

and locate the associated tests in the same file in the test directory (its structure exactly mirrors src)

The rrule implementations follow the Zygote convention fairly closely, so it shouldn't be a lot of work to move stuff from https://github.com/GiggleLiu/BackwardsLinalg.jl/blob/master/src/zygote.jl into ChainRules.

Once we've got through one rule / you're familiar with the ChainRules testing infrastructure / conventions, transferring the rest of the code should be easy :)

Very excited to get more linear algebra support in ChainRules!