How to efficiently differentiate backslash operator for sparse matrix?

Specific Domains Numerics
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22

Really appreciate your time. You guys are awesome! @ettersi @ChrisRackauckas

23

Hi, ettersi

Is this because SparseMatrixCSC() cannot accept repeated value(same entry has multiple occurrences)?

24

Yes. Actually it’s probably not that hard either, just a bit of extra work.

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I am trying to achieve the same but with ReverseDiff.jl. I see that Zygote.jl works with sparse and backslash but my function involves nested loops that cannot be easily vectorized and Zygote just dies on it. Can somebody kindly help me achieve this for ReverseDiff.jl? @ettersi @Liang_Chen

Thanks a lot