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Prefix Matrix Products and Backpropagation

Algorithm · OpenAI · Hard

Prefix Matrix Products and Backpropagation Problem Overview You are given a tensor of matrices: For each position, define the inclusive prefix product: Here, @ denotes matrix multiplication. Implement all of the following: A forward routine that stores the results in an output array supplied by the caller. A forward routine that creates and returns the result array. A reverse-mode backward routine that receives gradients for every prefix output and produces gradients with…

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