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yizhang-yiz / fazang

Fazang is a Fortran library for reverse-mode automatic differentiation, inspired by Stan/Math library.
BSD 3-Clause "New" or "Revised" License
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Eigenvalue problems #10

Open awvwgk opened 2 years ago

awvwgk commented 2 years ago

Is it possible to use this library for standard/general eigenvalue problems?

I have an application for quantum chemistry in mind which requires the iterative solution of an general eigenvalue problem.

yizhang-yiz commented 2 years ago

It's not practical to simply insert autodiff variables, aka var into algorithms like lanczos. What's generally done is to implicitly calculate those derivatives using the derivatives of coefficient matrices. See https://jackd.github.io/posts/generalized-eig-jvp/. In that case, one can use AD for coefficient matrix derivatives.

awvwgk commented 2 years ago

Thanks for the reference, I'll have a look.