Dan Simpson • 12/1/2022

Sparse matrices part 7a: Another shot at JAX-ing the Cholesky decomposition

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The article details the author's attempt to implement a sparse Cholesky factorization in a JAX-traceable way, focusing on symbolic factorization and addressing JAX's control flow limitations for loops to enable future autodiff capabilities. It explains why standard Python loops break JAX's JIT compilation and introduces built-in JAX loop structures as alternatives.

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#control flow #sparse matrices #Jax
Sparse matrices part 7a: Another shot at JAX-ing the Cholesky decomposition

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