cholesky_rrule

Function cholesky_rrule 

Source
pub fn cholesky_rrule<T, C>(
    ctx: &mut C,
    tensor: &Tensor<T>,
    cotangent: &Tensor<T>,
) -> AdResult<Tensor<T>>
Expand description

Reverse-mode AD rule for Cholesky (VJP / pullback).

Given A = L L† and cotangent , computes Ā.

§Examples

use tenferro_linalg::cholesky_rrule;
use tenferro_prims::CpuContext;
use tenferro_tensor::{Tensor, MemoryOrder};
use tenferro_device::LogicalMemorySpace;

let col = MemoryOrder::ColumnMajor;
let mem = LogicalMemorySpace::MainMemory;
let mut ctx = CpuContext::new(1);
let a = Tensor::<f64>::zeros(&[3, 3], mem, col).unwrap();
let cotangent = Tensor::<f64>::ones(&[3, 3], mem, col).unwrap();
let grad_a = cholesky_rrule(&mut ctx, &a, &cotangent).unwrap();