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ericphanson / diff_eigmin.md
Created Aug 3, 2019
Various attempts to differentiate through `eigmin` in Julia
View diff_eigmin.md

Attempts to differentiate eigmin

Julia 1.1, with Zygote master

Version information:

julia> Pkg.status()
    Status `~/Dropbox (Personal)/Research/Code/julia-projects/DiffEvals/ZygoteMaster/Project.toml`
  [ec485272] ArnoldiMethod v0.0.4
  [14197337] GenericLinearAlgebra v0.1.0
View Convex219.jl
using Mosek
using SCS
import DSP: conv
using Convex
conv(x::AbstractVector, y::AbstractVector) = DSP.conv(x,y)
conv(x::Variable, y::AbstractVector) = Convex.conv(x,y)
conv(x::AbstractVector, y::Variable) = Convex.conv(x,y)
using Random
using SparseArrays
@ericphanson
ericphanson / simdiag.jl
Last active Jan 19, 2019
Simultaneous diagonalization for complex commuting normal matrices
View simdiag.jl
# Adapted from
# https://uk.mathworks.com/matlabcentral/fileexchange/46794-simdiag-m
# which has the following license:
# Copyright (c) 2009, Christian B. Mendl
# All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are met:
#
# * Redistributions of source code must retain the above copyright notice, this