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Published 20 hours ago • verified publisher icon JuliaGPU

Schur decomposition

Open lgravina1997 opened this issue 1 year ago • 1 comments

Schur decomposition is implemented efficiently on GPU in PyTorch, Jax, and MatLab. It is an essential ingredient for the efficient computation of matrix square root (sqrtm).

It would be ideal to have this decomposition implemented directly in CUDA.jl. The only alternative I see at the moment is full-on diagonalization which is less efficient and less stable.

lgravina1997 avatar Sep 11 '23 08:09 lgravina1997