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Implement Gradient for `CholeskySolve`

Open jessegrabowski opened this issue 1 year ago • 0 comments

Description

CholeskySolve currently raises a non-implemented error on L_op, but it could probably just use the generic solve gradient defined in the SolveBase from which it inherits.

In addition, we should investigate whether it is faster to use CholeskySolve in the generic_solve_to_solve_triangular rewrite. Currently we look for a lower-triangular tag and rewrite solve to solve_trangular. Instead, we could look for Solve(Cholesky(A), b) and rewrite the whole thing to CholeskySolve(A, b).

jessegrabowski avatar Jan 19 '24 16:01 jessegrabowski