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Add matrix exponential sensitivities #161

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merged 1 commit into from May 13, 2019
Merged

Add matrix exponential sensitivities #161

merged 1 commit into from May 13, 2019

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ararslan
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@ararslan ararslan commented May 7, 2019

Scalar exponential is covered by the DiffRules integration.

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codecov bot commented May 7, 2019

Codecov Report

Merging #161 into master will increase coverage by 0.03%.
The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #161      +/-   ##
==========================================
+ Coverage   97.06%   97.09%   +0.03%     
==========================================
  Files          20       20              
  Lines         749      758       +9     
==========================================
+ Hits          727      736       +9     
  Misses         22       22
Impacted Files Coverage Δ
src/sensitivities/linalg/generic.jl 100% <100%> (ø) ⬆️

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@eperim eperim left a comment

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Only thing I'd add is either a reference to the paper in this line, https://github.com/Theano/Theano/blob/3b8a5b342b30c7ffd2f89f0e9efef601b7492411/theano/tensor/slinalg.py#L538, or to the line itself.

@ararslan
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This implementation seems only to work for real, symmetric matrices, since the eigenvalues are real. A trivial refactoring to take the real parts of the eigenvalues and vectors earlier suggests that the implementation (or at least that refactoring) incorrect when compared to finite differencing.

Scalar exponential is covered by the DiffRules integration.
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I've made it an error for the input not to be symmetric and added a test for that case.

@ararslan ararslan merged commit fce8b42 into master May 13, 2019
@ararslan ararslan deleted the aa/exp branch May 13, 2019 19:08
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2 participants