JuliaDiff / JuliaDiff/ReverseDiff.jl
Implement more of Giles' linear algebra derivatives
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 393
- Forks
- 60
- Avg merge
- 18h 24m
- Merged PRs (30d)
- 8
Description
Many of ReverseDiff's linear algebra derivative implementations are based on a wonderful reference paper by Mike B. Giles. It turns out that, in his infinite generosity, Giles released an extended version of the paper shortly after the original paper, which contains even more derivative definitions (including some factorizations).
We should implement the rest of these in ReverseDiff for the sake of completeness.
(Thanks to @tpapp for exposing me to the extended version of the Giles paper in his ForwardDiff issue.)
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names ReverseDiff's linear algebra derivative implementations but no files, tests, or entry points. Start by comparing the existing implementations with Giles's extended paper, identify the missing derivative definitions and factorizations, and establish coverage for each addition.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100