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Added linalg.cholesky #46083

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wants to merge 62 commits into from
Closed

Added linalg.cholesky #46083

wants to merge 62 commits into from

Commits on Oct 7, 2020

  1. wip linalg.cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 7, 2020
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Commits on Oct 8, 2020

  1. Added xfailed test case

    @IvanYashchuk
    IvanYashchuk committed Oct 8, 2020
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  2. Added cholesky to csrc/api/include/torch/linalg.h

    @IvanYashchuk
    IvanYashchuk committed Oct 8, 2020
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Commits on Oct 9, 2020

  1. Updated example in docs

    @IvanYashchuk
    IvanYashchuk committed Oct 9, 2020
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  2. Added random_hermitian_pd_matrix for the test

    @IvanYashchuk
    IvanYashchuk committed Oct 9, 2020
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  3. Use random_hermitian_pd_matrix in the test_torch/cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 9, 2020
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Commits on Oct 11, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 11, 2020
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Commits on Oct 13, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  2. No need for skip if numpy not found anymore

    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  3. Added larger input case

    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  4. Added assertRaises tests for cholesky 

    Added precisionOverride. MAGMA cholesky seem to disagree a bit with NumPy on large input hence 1e-2 atol
    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  5. Added a note to the docs that the error is given if the input is not 

    positive definite
    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  6. Enabled autograd for linalg_cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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  7. Added a note to the documentation about complex support

    @IvanYashchuk
    IvanYashchuk committed Oct 13, 2020
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Commits on Oct 14, 2020

  1. Added the out= variant

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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  2. Moved error checks to a separate test

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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  3. Added xfailed test for cholesky cuda autograd

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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  4. Only complex128 is needed for autograd test

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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  5. Added a docstring for random_hermitian_pd_matrix

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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  6. Updated linalg.cholesky docs

    @IvanYashchuk
    IvanYashchuk committed Oct 14, 2020
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Commits on Oct 15, 2020

  1. Added a note on error message for batch of singular matrices

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  2. In tests compare norms of the resulting matrices

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  3. Added entry in overrides.py

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  4. Added test case for batch singular input

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  5. Moved tests for torch.cholesky to test_linalg.py

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  6. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  7. Added a dispatch section with DefaultBackend in native_functions.yaml

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  8. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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  9. gradgradcheck for cholesky now works

    @IvanYashchuk
    IvanYashchuk committed Oct 15, 2020
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Commits on Oct 19, 2020

  1. Updated documentation for linalg cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  2. Add one more assert for out= test

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  3. Updated test_cholesky_errors

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  4. Added non contiguous test

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  5. Make test_cholesky_autograd run on gpu for fp64

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  6. Changed np.allclose -> torch.allclose

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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  7. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 19, 2020
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Commits on Oct 27, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 27, 2020
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Commits on Oct 28, 2020

  1. Fix long lines

    @IvanYashchuk
    IvanYashchuk committed Oct 28, 2020
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  2. Remove unused import

    @IvanYashchuk
    IvanYashchuk committed Oct 28, 2020
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Commits on Oct 29, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Oct 29, 2020
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Commits on Nov 2, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 2, 2020
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Commits on Nov 3, 2020

  1. Merge branch 'master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 3, 2020
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  2. Use at::native::resize_output

    @IvanYashchuk
    IvanYashchuk committed Nov 3, 2020
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Commits on Nov 4, 2020

  1. Merge branch 'master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 4, 2020
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Commits on Nov 6, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 6, 2020
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Commits on Nov 10, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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  2. Added a warning about data movement for cuda inputs

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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  3. Use typed std::max

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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  4. Replaced torch.allclose with self.assertEqual

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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  5. Removed unused import

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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  6. Fix imports

    @IvanYashchuk
    IvanYashchuk committed Nov 10, 2020
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Commits on Nov 11, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 11, 2020
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Commits on Nov 12, 2020

  1. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 12, 2020
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  2. Finish merge

    @IvanYashchuk
    IvanYashchuk committed Nov 12, 2020
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  3. Merge branch 'master' into linalg-cholesky

    Mike Ruberry committed Nov 12, 2020
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  4. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 12, 2020
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  5. Differentiation of complex cholesky on cuda now works for single input; 

    batched complex input does not work until batched complex matmul is
implemented
    @IvanYashchuk
    IvanYashchuk committed Nov 12, 2020
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  6. Merge branch 'master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 12, 2020
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Commits on Nov 13, 2020

  1. Batched matmul for complex on CUDA is implemented now; fix tests

    @IvanYashchuk
    IvanYashchuk committed Nov 13, 2020
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  2. Merge remote-tracking branch 'upstream/master' into linalg-cholesky

    @IvanYashchuk
    IvanYashchuk committed Nov 13, 2020
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  3. Remove redundant code from test_old_cholesky_batched

    @IvanYashchuk
    IvanYashchuk committed Nov 13, 2020
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  4. flake8 fix

    @IvanYashchuk
    IvanYashchuk committed Nov 13, 2020
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