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Higher-order derivatives for determinant for low rank matrices #2821

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dpfau opened this issue Apr 24, 2020 · 0 comments
Open

Higher-order derivatives for determinant for low rank matrices #2821

dpfau opened this issue Apr 24, 2020 · 0 comments

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@dpfau
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dpfau commented Apr 24, 2020

PR #2809 fixes the issue with determinants of low-rank matrices returning NaN. However, higher order derivatives still fail. Given the close relationship between the gradient of the determinant and the matrix inverse, it may be possible to use some of the implicit differentiation tricks from custom_linear_solve for second derivatives of the determinant.

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