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This repository has been archived by the owner on Dec 10, 2020. It is now read-only.
This repository has been archived by the owner on Dec 10, 2020. It is now read-only.

trsm / trmm-like operation optimisations #1

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willtebbutt opened this issue Feb 1, 2018 · 0 comments
Open

trsm / trmm-like operation optimisations #1

willtebbutt opened this issue Feb 1, 2018 · 0 comments
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willtebbutt commented Feb 1, 2018

The current implementations for backsolving in generic.jl and trmm / trsm in blas.jl are sub-optimal. Certain quantities that do not need to be recomputed are being recomputed. In the situation that the gradient w.r.t. both (matrix-valued) arguments is requested, the recomputed quantity is actually the sensitivity w.r.t. one of the arguments, thus this optimisation is strictly better than the current implementation in such scenarios.

The solution to this is conceptually straightforward, and we even have part of the infrastructure required to make this work sorted (the currently unused third argument to the sensitivities).

@willtebbutt willtebbutt added the enhancement New feature or request label Feb 1, 2018
@willtebbutt willtebbutt self-assigned this Feb 1, 2018
@willtebbutt willtebbutt changed the title Backsolve Optimisations trsm / trmm-like operation optimisations Feb 2, 2018
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