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Bunch-Kaufman factorization #10

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juliohm opened this issue Oct 24, 2022 · 2 comments
Open

Bunch-Kaufman factorization #10

juliohm opened this issue Oct 24, 2022 · 2 comments

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@juliohm
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juliohm commented Oct 24, 2022

Thank you @mohamed82008 for this package. Can it solve JuliaDiff/ForwardDiff.jl#602?

I wonder if we can easily use the factorizations implemented here with Turing.jl models.
@mohamed82008
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A combination of this and https://github.com/ThummeTo/ForwardDiffChainRules.jl can work yes. And it can be used with Turing if you use ChainRules-compatible AD or ForwardDiff with the above package.

@mohamed82008
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It can be used assuming we have BK implemented here which we don't yet.

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@juliohm @mohamed82008