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I think this is more or less ready for a review. |
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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.
Co-authored-by: Lukas Devos <ldevos98@gmail.com>
ChainRulesCore.jl implementation of the factorization
rrules.Work in progress: still to add LQ case, and maybe
eig(h)_truncsupport. Alsoqr_nullandlq_nullsupport. Maybe directleft/right_orthandleft/right_nullsupport?