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Fix rrule for complex-valued determinants #601

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merged 6 commits into from
Mar 20, 2022
Merged

Fix rrule for complex-valued determinants #601

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30c3d04
Fix rrule for det of complex matrix
goerz Mar 17, 2022
c136274
Add test of rules for complex determinant
goerz Mar 20, 2022
bed9310
`ΔΩ * inv(x)'` ⇒ `inv(x)' * dot(Ω, ΔΩ)`
goerz Mar 20, 2022
6e4c952
Use a random matrix as a seed for the unitary
goerz Mar 20, 2022
20b54a0
Bump patch number
goerz Mar 20, 2022
d3ecaa9
Use `U = exp(B - B')` as complex `det` test matrix
goerz Mar 20, 2022
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2 changes: 1 addition & 1 deletion src/rulesets/LinearAlgebra/dense.jl
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Expand Up @@ -129,7 +129,7 @@ frule((_, Δx), ::typeof(det), x::Number) = (det(x), Δx)
function rrule(::typeof(det), x::Union{Number, AbstractMatrix})
Ω = det(x)
function det_pullback(ΔΩ)
∂x = x isa Number ? ΔΩ : Ω * ΔΩ * inv(x)'
∂x = x isa Number ? ΔΩ : inv(x)' * dot(Ω, ΔΩ)
return (NoTangent(), ∂x)
end
return Ω, det_pullback
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6 changes: 6 additions & 0 deletions test/rulesets/LinearAlgebra/dense.jl
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Expand Up @@ -119,6 +119,12 @@
test_rrule(f, B)
end
end
@testset "$f(unitary matrix)" begin
B = randn(ComplexF64, 4, 4)
U = exp(1im * (B + B'))
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test_frule(f, U)
test_rrule(f, U)
end
end
@testset "logabsdet(::Matrix{$T})" for T in (Float64, ComplexF64)
B = randn(T, 4, 4)
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