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More efficient projection in svd pullback #755

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More efficient projection in svd pullback #755

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Commits on Nov 10, 2023

  1. More efficient projection in svd pullback 

    The formula (I - U*U')*X can be extremely slow and memory-intensive when U and X are
very tall matrices.

Replacing it with the equivalent X - U*(U'*X) in two places.
    @perrutquist
    perrutquist committed Nov 10, 2023
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  2. Merge branch 'main' of https://github.com/JuliaDiff/ChainRules.jl

    @perrutquist
    perrutquist committed Nov 10, 2023
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Commits on Dec 4, 2023

  1. Rewriting rev_svd to (hopefully) be faster 

    This uses fewer matrix multiplications.

The code no longer uses the helper function _mulsubtrans!!
so it has been removed.
    @perrutquist
    perrutquist committed Dec 4, 2023
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  2. Re-write svd_rev to avoid a matrix multiplication

    @perrutquist
    perrutquist committed Dec 4, 2023
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Commits on Dec 5, 2023

  1. Rewrite svd_rev to reduce allocations

    @perrutquist
    perrutquist committed Dec 5, 2023
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Commits on May 15, 2024

  1. Adding a specialized method of svd_rev where only s-bar is nonzero. 

    The general-case method also works in this case, but is slightly slower because it creates a dense matrix M even though only the diagonal entries are nonzero.
    @perrutquist
    perrutquist committed May 15, 2024
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