A tutorial on automatic differentiation with complex numbers

[pnkraemer]

Hi! 👋

I've recently written a tutorial on how to do forward- and reverse-mode automatic differentiation with complex numbers:

https://arxiv.org/abs/2409.06752

It might be interesting for everyone looking for an extended version of the "Complex numbers" section of JAX's autodiff cookbook (e.g., Discussion #11072?). The tutorial discusses linearisation, transposition, and Wirtinger calculus using only minimal complex analysis. It also contrasts different gradient conventions for complex numbers (Related: Issue #4891).

All code examples use JAX. I hope it helps someone! 😊

[pablo2909]

That's amazing thank you so much !