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WIP: chainrules#11

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Jutho merged 9 commits intomainfrom
jh/chainrules
Mar 16, 2025
Merged

WIP: chainrules#11
Jutho merged 9 commits intomainfrom
jh/chainrules

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@Jutho Jutho commented Mar 13, 2025

ChainRulesCore.jl implementation of the factorization rrules.

Work in progress: still to add LQ case, and maybe eig(h)_trunc support. Also qr_null and lq_null support. Maybe direct left/right_orth and left/right_null support?

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codecov Bot commented Mar 13, 2025

Codecov Report

Attention: Patch coverage is 96.66667% with 9 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
ext/MatrixAlgebraKitChainRulesCoreExt.jl 90.81% 9 Missing ⚠️
Files with missing lines Coverage Δ
src/MatrixAlgebraKit.jl 100.00% <ø> (ø)
src/common/pullbacks.jl 100.00% <100.00%> (ø)
src/common/safemethods.jl 100.00% <100.00%> (+33.33%) ⬆️
src/implementations/lq.jl 98.05% <100.00%> (ø)
src/implementations/qr.jl 97.16% <100.00%> (ø)
src/pullbacks/eig.jl 100.00% <100.00%> (+100.00%) ⬆️
src/pullbacks/eigh.jl 100.00% <100.00%> (+100.00%) ⬆️
src/pullbacks/lq.jl 100.00% <100.00%> (ø)
src/pullbacks/polar.jl 100.00% <100.00%> (ø)
src/pullbacks/qr.jl 100.00% <100.00%> (+100.00%) ⬆️
... and 2 more

... and 3 files with indirect coverage changes

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Jutho commented Mar 14, 2025

I think this is more or less ready for a review.

@Jutho Jutho requested a review from lkdvos March 14, 2025 21:53
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It's a bit much for me to fully double check all of the math, but from what I can tell this definitely looks good. (and an absolute impressive amount of work, both on the implementations but also on the tests, hats off!)

Up to the minor comments I left, I think this would be okay to merge for me. I can't say that I am fully following the comments on all of the gauge warnings and tolerances close enough, but I see you left quite a bit of room for customization so I'm guessing we'll just have to play around with it.

Comment thread ext/MatrixAlgebraKitChainRulesCoreExt.jl Outdated
Comment thread test/runtests.jl
Co-authored-by: Lukas Devos <ldevos98@gmail.com>
@Jutho Jutho merged commit 13e6245 into main Mar 16, 2025
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@Jutho Jutho deleted the jh/chainrules branch March 16, 2025 00:56
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2 participants