I wanted to ask why a PDBijector transforms the input to a lowertriangular matrix while a CorrBijector transforms the input into a uppertriangular matrix. It seems like most AD libraries evaluate gradients based on a upper triangular matrix, hence I have troubles with the PDBijector:
Dear all,
I wanted to ask why a
PDBijector
transforms the input to a lowertriangular matrix while aCorrBijector
transforms the input into a uppertriangular matrix. It seems like most AD libraries evaluate gradients based on a upper triangular matrix, hence I have troubles with thePDBijector
:Is there any chance that
PDBijector
might return a uppertriangular matrix too?Best regards, Patrick