Andreas Enzenhoefer
Andreas Enzenhoefer
So autodiff's reverse mode algorithm is probably not gonna be fast enough for my needs. I'll have a look at the forward method and other libraries. Thanks for your help!
I there anything you can say that about how in-place operations such as in the main for-loop of the code impact the performance of the gradient computation?
@maka89 Sorry, I noticed there was a mistake in my code example. The matrix _A_ should also depend on _dt_ the variable to be differentiated with respect to. So yes,...
This is a simple example were the contents of A and b are overly simplified. In general, any entry of A or b can depend on a variable dt in...