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[feature request] [pytorch] Truncated SVD #8049

@vadimkantorov

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@vadimkantorov

Facebook published reference code of fast NumPy randomized SVD (based on power iteration): https://github.com/facebook/fbpca/blob/master/fbpca.py#L1503

Only top eigenvectors are useful e.g. for spectral clustering, it would be nice to have it supported for CUDA.

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featureA request for a proper, new feature.high prioritymodule: cudaRelated to torch.cuda, and CUDA support in generalmodule: numpyRelated to numpy support, and also numpy compatibility of our operatorstodoNot as important as medium or high priority tasks, but we will work on these.triagedThis issue has been looked at a team member, and triaged and prioritized into an appropriate module

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