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mohamed82008 / DifferentiableFactorizations.jl

Differentiable matrix factorizations using ImplicitDifferentiation.jl.
MIT License
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Bunch-Kaufman factorization #10

Open juliohm opened 1 year ago

juliohm commented 1 year ago

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.

mohamed82008 commented 1 year ago

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.

mohamed82008 commented 1 year ago

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