List of papers, PDFs etc. with rules

[oxinabox]

• https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf
• QR: https://arxiv.org/pdf/1001.1654.pdf

[ChrisRackauckas]

https://arxiv.org/pdf/1710.08717.pdf might include a few more as well.

[nickrobinson251]

Cholesky: https://arxiv.org/abs/1602.07527

[nickrobinson251]

https://tminka.github.io/papers/matrix/ may have some too

[IvanYashchuk]

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

[nickrobinson251]

some stuff may be buried in https://dlmf.nist.gov/ e.g. Bessel functions https://dlmf.nist.gov/10.29#i

[willtebbutt]

#144 - AD-friendly eigendecomposition from NeurIPS 2019.

[nickrobinson251]

#238 - more linear algebra rules

[sethaxen]

From #238: This paper (there seems to be a free earlier version here) has a number of reverse-mode rules, in particular for BLAS and LAPACK subroutines. Saw a bunch we don't have in there (see the tables).