Derivatives of the Full QR Factorisation and of the Compact WY Representation
<|reference_start|>Derivatives of the Full QR Factorisation and of the Compact WY Representation: Current automatic differentiation frameworks such as PyTorch and JAX cannot differentiate the full QR factorisation for tall matrices. We provide expressions for calculating the derivative of the compact WY representation and use them to obtain expressions for the derivative of the full QR factorisation when the $Q$ factor can be expressed using the compact WY representation.<|reference_end|>
@article{papanicolopulos2024derivatives,
    title={Derivatives of the Full QR Factorisation and of the Compact WY
  Representation},
    author={Stefanos-Aldo Papanicolopulos},
    journal={arXiv preprint arXiv:2409.13374},
    year={2024},
    archivePrefix={arXiv},
    eprint={2409.13374},
    primaryClass={math.NA cs.NA}
}