Add SVD factorization rrule #31
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This adds `rrule`s for the SVD factorization as well as an accompanying `rrule` for `getproperty` on `SVD` objects. The definitions are ported from Nabla.
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Does it support complex values? If not, here is a version with tested complex valued AD Hope it can be helpful to ChainRules. |
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Cool, thanks! We don't currently have a mechanism in place to automatically test complex-valued derivatives, since we use FDM for comparison against finite differencing, and I don't believe FDM supports complex values. But I'll look into incorporating your definition (I actually think it's basically the same as what's implemented here) once I figure out an appropriate way to test it within the ChainRules framework. |
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This adds
rrules for the SVD factorization as well as an accompanyingrruleforgetpropertyonSVDobjects. The definitions are ported from Nabla.This uses the scheme agreed upon in #21, in which evaluating a
Rulefromrrulereturns aNamedTuple, rather thanrrulereturning aNamedTupleofRules. I believe this PR shows that it is the most consistent and sensible choice.