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Use CR adjoint for logdet(::Cholesky) #1226

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Merged
merged 4 commits into from
Jun 20, 2022
Merged

Use CR adjoint for logdet(::Cholesky) #1226

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51ef30a
Use CR adjoint for `logdet(::Cholesky)`
devmotion May 12, 2022
ee50eff
Update Project.toml
devmotion May 12, 2022
70cc21a
Update ci.yml
devmotion May 12, 2022
fd6f0a7
Update Project.toml
devmotion May 18, 2022
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2 changes: 1 addition & 1 deletion .github/workflows/ci.yml
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Expand Up @@ -17,7 +17,7 @@ jobs:
fail-fast: false
matrix:
version:
- '1.3' # Replace this with the minimum Julia version that your package supports.
- '1.6' # Replace this with the minimum Julia version that your package supports.
- '1' # automatically expands to the latest stable 1.x release of Julia
- 'nightly'
os:
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4 changes: 2 additions & 2 deletions Project.toml
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Expand Up @@ -24,7 +24,7 @@ ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"

[compat]
AbstractFFTs = "0.5, 1.0"
ChainRules = "1.5"
ChainRules = "1.33"
ChainRulesCore = "1.9"
ChainRulesTestUtils = "1"
DiffRules = "1.0"
Expand All @@ -37,7 +37,7 @@ Requires = "1.1"
SpecialFunctions = "1.6, 2"
StatsFuns = "0.9.8"
ZygoteRules = "0.2.1"
julia = "1.3"
julia = "1.6"

[extras]
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
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6 changes: 0 additions & 6 deletions src/lib/array.jl
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Expand Up @@ -741,12 +741,6 @@ end
end
end

@adjoint function logdet(C::Cholesky)
return logdet(C), function(Δ)
return ((uplo=nothing, info=nothing, factors=Diagonal(2 .* Δ ./ diag(C.factors))),)
end
end

@adjoint function Matrix(S::UniformScaling, i::Integer, j::Integer)
return Matrix(S, i, j), Δ -> ((λ=tr(Δ),), nothing, nothing)
end
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