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Published 20 hours ago • verified publisher icon mohamed82008

Bunch-Kaufman factorization

Open juliohm opened this issue 3 years ago • 2 comments

Thank you @mohamed82008 for this package. Can it solve https://github.com/JuliaDiff/ForwardDiff.jl/issues/602?

I wonder if we can easily use the factorizations implemented here with Turing.jl models.

juliohm avatar Oct 24 '22 12:10 juliohm

A combination of this and https://github.com/ThummeTo/ForwardDiffChainRules.jl can work yes. And it can be used with Turing if you use ChainRules-compatible AD or ForwardDiff with the above package.

mohdibntarek avatar Oct 24 '22 13:10 mohdibntarek

It can be used assuming we have BK implemented here which we don't yet.

mohdibntarek avatar Oct 24 '22 13:10 mohdibntarek