pytorch
c6432909 - Add derivative for cholesky_inverse (#26451)

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6 years ago
Add derivative for cholesky_inverse (#26451) Summary: Changelog: - Add derivative of cholesky_inverse. The equations are derived akin to the derivative of solve methods using the technique detailed [here](https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=2ahUKEwiXrOjIyM7kAhWstlkKHRxqCDgQFjAAegQIAhAC&url=https%3A%2F%2Fpeople.maths.ox.ac.uk%2Fgilesm%2Ffiles%2FNA-08-01.pdf&usg=AOvVaw0BNISOvM_I9KjPrl0xv1R_) Pull Request resolved: https://github.com/pytorch/pytorch/pull/26451 Test Plan: - Added tests for cholesky_inverse in test_autograd.py Closes https://github.com/pytorch/pytorch/issues/4669. Differential Revision: D17548526 Pulled By: ezyang fbshipit-source-id: 51aa8b900a8dc4012b01a73d432606f216f62c9d
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