This small library provides a solve_triangular
function that is like
scipy.linalg.solve_triangular
except that it broadcasts along leading
dimensions like np.linalg.solve
. (Also it doesn't work with arrays of complex
numbers.)
This library also includes an autograd gradient definition of
solve_triangular
, and an alternative gradient definition for cholesky
that
uses this solve_triangular
for a more efficient broadcasted implementation.