  Computer programs containing calls to linear solvers are a known challenge
for automatic differentiation. Previous publications advise against
differentiating through the low-level solver implementation, and instead
advocate for high-level approaches that express the derivative in terms of a
modified linear system that can be solved with a separate solver call. Despite
this ubiquitous advice, we are not aware of prior work comparing the accuracy
of both approaches. With this article we thus empirically study a simple
question: What happens if we ignore common wisdom, and differentiate through
linear solvers?
