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Once JuliaDiff/ChainRules.jl#613 is merged, the Zygote adjoint for logdet(::Cholesky) can be removed. (FYI the CR PR also adds a rule for det(::Cholesky) and hence fixes some existing issues since no such rule exists in Zygote.)

Unfortunately, using this CR rule requires updating the Julia compat entry from 1.3 to 1.6. According to the RegistryCI docs a patch release may not narrow the compat range for Julia. Hence you might want to postpone this PR until the next breaking release of Zygote.

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The CR PR was merged, so this PR is ready.

@CarloLucibello CarloLucibello merged commit 3239330 into FluxML:master Jun 20, 2022
@devmotion devmotion deleted the patch-1 branch June 20, 2022 10:21
@mcabbott mcabbott added the ChainRules adjoint -> rrule, and further integration label Jul 4, 2022
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