pytorch
441aea41 - Update Choesky's forward and backward derivative

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3 years ago
Update Choesky's forward and backward derivative This PR: - Derives formally a new rule for Cholesky (write-up to come) - Implements it without using in-place operations in the forward or backward. - Does not instantiate inverses explicitly, but rather it solves two triangular systems of equations (2 triang vs 1 triang and 2 matmuls should be comparable, but the first one should be more stable). Pull Request resolved: https://github.com/pytorch/pytorch/pull/76032 Approved by: https://github.com/nikitaved, https://github.com/albanD
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