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Code for Auto-Differentiating Linear Algebra

apache/incubator-mxnet

tensorflow/tensorflow/blob/master/tensorflow/python/ops/linalg_grad.py

pytorch/pytorch/blob/master/torch/autograd/_functions/linalg.py

GPflow/GPflow

ARCambridge/MXNet_linalg_examples

SheffieldML/GPy

https://j-towns.github.io/papers/svd-derivative.pdf