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List of papers, PDFs etc. with rules #117
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https://arxiv.org/pdf/1710.08717.pdf might include a few more as well. |
Cholesky: https://arxiv.org/abs/1602.07527 |
https://tminka.github.io/papers/matrix/ may have some too |
some stuff may be buried in https://dlmf.nist.gov/ e.g. Bessel functions https://dlmf.nist.gov/10.29#i |
#144 - AD-friendly eigendecomposition from NeurIPS 2019. |
#238 - more linear algebra rules |
From #238: This paper (there seems to be a free earlier version here) has a number of reverse-mode rules, in particular for BLAS and LAPACK subroutines. Saw a bunch we don't have in there (see the tables). |
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