jax
5fccc89a - Add derivatives for eigenvalues (not eigenvectors)

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5 years ago
Add derivatives for eigenvalues (not eigenvectors) We aren't supporting eigenvectors for now because eigenvectors are not uniquely determined by the input matrix, they're only determined up to 'gauge' (that is multiplication by a complex scalar with absolute value 1). Note, this means that second derivatives aren't supported, because they involve differentiating the eigvals jvp, which itself depends on eigenvectors.
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