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Add a specialization for Cholesky adjoint on the GPU #1238

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Red-Portal
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This addresses #1210

@@ -593,6 +593,23 @@ end
end
end

@init @require CUDA="052768ef-5323-5732-b1bb-66c8b64840ba" begin
Zygote.@adjoint function cholesky(Σ::Union{CUDA.CuMatrix, Symmetric{<:Real, <:CUDA.CuMatrix}}; check = true)
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Do you mind changing this to use rrule(::ZygoteRuleConfig, ...) instead of @adjoint? #923 has some examples, and I'd be happy to help too.

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Sure, I'll do it once the ChainRules.jl business is sorted out below.

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News: Before merging this PR, some additional commits might be needed soon. See this issue.

@devmotion
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It seems this can be closed in favour of #1114 now that the GPU issues and problems with that PR were fixed in CR 1.35.3.

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Indeed!

@Red-Portal Red-Portal closed this Jun 17, 2022
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3 participants