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Lanczos Solver #2416
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Lanczos Solver #2416
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I think this is coming along great, @aamijar. Mostly it needs some cleanup and polishing, but otherwise should be ready to merge once my comments are resolved.
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Can a test for the python API of Lanczos also be added?
handle, | ||
v0_vector_const, | ||
V_0_view, | ||
[device_scalar = v0nrm_scalar.data_handle()] __device__(auto y) { return y / *device_scalar; }); |
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Can v0nrm and it's copy operations be skipped this way?
[device_scalar = v0nrm_scalar.data_handle()] __device__(auto y) { return y / *device_scalar; }); | |
[device_scalar = output1.data_handle()] __device__(auto y) { return y / *device_scalar; }); |
I unfortunately don't have permissions to push on the branch of this PR so I kept the commits and continued on PR #2481. |
Lanczos Solver for Sparse Eigen Decomposition
We propose a new lanczos solver in raft that fixes the issues present in the previous solver
raft::sparse::solver::detail::computeSmallestEigenvectors
.Specifically we address the following issues:
This new implementation is taken from the cupy library
cupyx.scipy.sparse.linalg.eigsh
where the thick-restart and full reorthogonalzation methods are used.Additionally this PR exposes a python api for raft lanczos solver with an interface similar to
scipy.sparse.linalg.eigsh
andcupyx.scipy.sparse.linalg.eigsh
.