Implement cupy.linalg.eig / cupy.linalg.eigvals#8854
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13 commits merged intocupy:mainfrom May 29, 2025
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leofang
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Jan 9, 2025
| cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | ||
| cusolver.xgeev, dev_info) | ||
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| if all(w.imag == 0.0): |
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I don't like the NumPy behavior but it looks like we have to follow... 🙁
Q: can we find a way to not create an intermediate array of bools for later reduction? Perhaps this can be replaced by a simple ReductionKernel?
leofang
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Jan 9, 2025
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| work = [_geev(a[ind, :, :], True) for ind in numpy.ndindex(a.shape[:-2])] | ||
| w = cupy.stack([x[0] for x in work]) | ||
| v = cupy.stack([x[1] for x in work]) |
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This uses a Python loop to call geev. I suggest:
- either we create an issue to track this overhead before merging, or
- we just move this loop to C++ in this PR (see cusolver.pyx for batched SVD/QR examples)
leofang
reviewed
Jan 9, 2025
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| # TODO(okuta): Implement eig | ||
| def _geev(a, with_eigen_vector, overwrite_a=False): |
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Q: it seems we never see overwrite_a being set to True?
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@EarlMilktea any chance we can push this across the finish line? Do you need any help? Or should I find someone to take over? |
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sorry, confused myself... /test mini |
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This closes #3255 and also closes #6359 .
This PR uses
cusolverDnXgeevto solve non-hermitian eigenvalue problems on GPU.