Yes. See this incomplete PR as well
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Looks like the links https://github.com/mitmath/18335/blob/master/notes/adjoint/adjoint.pdf and https://github.com/mitmath/18335/blob/master/notes/adjoint/eigenvalue-adjoint.pdf have gone stale. Do you happen to have latest links to the same notes? Thanks!
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In case someone still needs this:
Because I couldn’t find a ready to use implementation, I implemented sensitivities based on the here discussed paper[1] for the eigen function for ChainRulesCore.jl (frule and rrule) as well as ForwardDiff.jl and put it into a package: DifferentiableEigen.jl. Registration is pending…
[1] Michael B. Giles. 2008. An extended collection of matrix derivative results for forward and reverse mode algorithmic differentiation. PDF
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