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Random matrix sampling on the GPU #74

Merged
merged 13 commits into from
Aug 25, 2019
Merged

Random matrix sampling on the GPU #74

merged 13 commits into from
Aug 25, 2019

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lpawela
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@lpawela lpawela commented Aug 24, 2019

I think we should merge this and state clearly, in big bold red letters in the readme that this is highly experimental and we would appreciate any feedback.

As there are probably some mistakes I think people should have access to this iteration of GPU support and state their comments

@lpawela lpawela requested a review from pgawron August 24, 2019 20:30
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Minor issues should be fixed, the larger curand() interface issue might be fixed in future.

curandommatrices/src/circular.jl Outdated Show resolved Hide resolved
curandommatrices/test/circular.jl Outdated Show resolved Hide resolved
function _qr_fix!(z::CuMatrix)
q, r = CuArrays.qr!(z)
ph = diag(r)
len = min(length(ph), 1024)
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Why the magic number 1024 ? Explain it or at least point to some information.

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This is just an ugly hack as warpsize() results in a segfault.

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Then document it.

curandommatrices/src/circular.jl Outdated Show resolved Hide resolved
curandommatrices/src/ginibre.jl Show resolved Hide resolved
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curandommatrices/src/CuRandomMatrices.jl Show resolved Hide resolved
@lpawela lpawela requested a review from pgawron August 25, 2019 11:57
@pgawron pgawron merged commit 2be590e into master Aug 25, 2019
@lpawela lpawela deleted the lp/gpu-random-2 branch July 23, 2020 14:44
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2 participants