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I just realized I get zeros in my gradient when using a sparse cholesky. Here is a MWE
using Enzyme using SparseArrays using LinearAlgebra using FiniteDifferences function f(C, x) y = C\x return sum(abs2, y) end S = sprand(4, 4, 0.5) C = cholesky(S'S + 0.1I) x = ones(4) dx = zero(x) autodiff(Reverse, f, Active, Const(C), Duplicated(x, dx)) fdm = central_fdm(5,1) gfd, = grad(fdm, x->f(C, x), x) @show gfd gfd = [-28.632697807114134, 119.34259912937537, -11.822709134186741, -0.4882945852142454] @show dx dx = [0.0, 0.0, 0.0, 0.0]
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I just realized I get zeros in my gradient when using a sparse cholesky. Here is a MWE
The text was updated successfully, but these errors were encountered: