/autograd_linalg

improve scipy.linalg and corresponding autograd gradfuns

Primary LanguagePython

This small library provides a solve_triangular function that is like scipy.linalg.solve_triangular except that it broadcasts along leading dimensions like np.linalg.solve. (Also it doesn't work with arrays of complex numbers.)

This library also includes an autograd gradient definition of solve_triangular, and an alternative gradient definition for cholesky that uses this solve_triangular for a more efficient broadcasted implementation.