JuliaDiff / ChainRules.jl

forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

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List of papers, PDFs etc. with rules #117

Open oxinabox opened 4 years ago

oxinabox commented 4 years ago

ChrisRackauckas commented 4 years ago

https://arxiv.org/pdf/1710.08717.pdf might include a few more as well.

nickrobinson251 commented 4 years ago

Cholesky: https://arxiv.org/abs/1602.07527

nickrobinson251 commented 4 years ago

https://tminka.github.io/papers/matrix/ may have some too

IvanYashchuk commented 4 years ago

SVD: https://j-towns.github.io/papers/svd-derivative.pdf

nickrobinson251 commented 4 years ago

some stuff may be buried in https://dlmf.nist.gov/ e.g. Bessel functions https://dlmf.nist.gov/10.29#i

willtebbutt commented 4 years ago

144 - AD-friendly eigendecomposition from NeurIPS 2019.

nickrobinson251 commented 4 years ago

https://github.com/JuliaDiff/ChainRules.jl/issues/238 - more linear algebra rules

sethaxen commented 4 years ago

From #238: This paper (there seems to be a free earlier version here) has a number of reverse-mode rules, in particular for BLAS and LAPACK subroutines. Saw a bunch we don't have in there (see the tables).