spleaf.Spleaf.cholesky_back

Spleaf.cholesky_back()

Backward propagation of the gradient for the Cholesky decomposition.

Propagate the gradient of a function with respect to D and to the components of \(L\) (U, W, phi, G), to its gradient with respect to the initial components of the matrix (A, U, V, phi, F).

Use grad_param() to get the results.