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implement symmetric eigenvalue solver #336

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2 of 4 tasks
coquelin77 opened this issue Jul 17, 2019 · 2 comments
Closed
2 of 4 tasks

implement symmetric eigenvalue solver #336

coquelin77 opened this issue Jul 17, 2019 · 2 comments
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enhancement New feature or request linalg
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@coquelin77
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coquelin77 commented Jul 17, 2019

PyTorch uses LAPACK on the backend, we cannot simply use ScaLAPACK for a variety of reasons. However the ideas of ScaLAPACK can be used in conjunction with the LAPACK already implemented in PyTorch.

For this issues a few other implementation are required. these are listed below:

Resources:
http://www.cs.utexas.edu/~inderjit/public_papers/scalapack_sc96.pdf
https://wwwmayr.in.tum.de/konferenzen/Jass09/courses/2/Kleine_Albers_paper.pdf
http://people.inf.ethz.ch/arbenz/ewp/Lnotes/chapters5-6.pdf
https://www2.eecs.berkeley.edu/Pubs/TechRpts/1994/CSD-94-799.pdf
https://www2.eecs.berkeley.edu/Pubs/TechRpts/1994/6315.html

@coquelin77 coquelin77 added the enhancement New feature or request label Jul 17, 2019
@coquelin77 coquelin77 self-assigned this Jul 17, 2019
@ClaudiaComito ClaudiaComito added this to the Repo Clean-Up milestone Jul 31, 2023
@ClaudiaComito
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@mrfh92 you're the best person to update this. If the two open items are dealt with in separate issues, we can close this one.


Reviewed within #1109

@ClaudiaComito ClaudiaComito added linalg and removed GSoC labels Jul 31, 2023
@mrfh92
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mrfh92 commented Aug 3, 2023

From my point of view, the most feasible way for implementing a symmetric eigenvalue decomposition is a different one, namely the one proposed in https://www.math.ucdavis.edu/~freund/zolosirev.pdf based on Zolotarev Polar Decomposition

@mrfh92 mrfh92 closed this as completed Aug 3, 2023
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