patrick-kidger / patrick-kidger/diffrax
`AbstractNonlinearSolver`: allow for specifying the linear solver used on the backward pass
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refactor
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- Python
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Description
At the moment it's fixed to an LU-based solver, but it'd be nice to make this an option: in particular to make using an SVD-based solver possible, which is helpful for poorly-conditioned systems.
Contributor guide
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
Start at AbstractNonlinearSolver and trace how the LU-based solver is selected during the backward pass. Define the configuration point needed to select another linear solver, then verify that an SVD-based solver can be used for poorly-conditioned systems.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100