Implement linear algebra functions in PyTorch

[twaclaw]

Description

Implemented:

• BlockDiagonal
• Cholesky
• Eigvalsh
• Solve
• SolveTriangular

Related Issue

• [ ] Closes #
• [x] Related to #821

Checklist

• [x] Checked that the pre-commit linting/style checks pass
• [x] Included tests that prove the fix is effective or that the new feature works
• [x] Added necessary documentation (docstrings and/or example notebooks)
• [x] If you are a pro: each commit corresponds to a relevant logical change

Type of change

• [x] New feature / enhancement
• [ ] Bug fix
• [ ] Documentation
• [ ] Maintenance
• [ ] Other (please specify):

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 66.66667% with 17 lines in your changes missing coverage. Please review.

Project coverage is 81.73%. Comparing base (117f80d) to head (4067a87).

Files with missing lines	Patch %	Lines
pytensor/link/pytorch/dispatch/slinalg.py	66.00%	16 Missing and 1 partial :warning:

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #922      +/-   ##
==========================================
- Coverage   81.74%   81.73%   -0.02%     
==========================================
  Files         183      184       +1     
  Lines       47740    47791      +51     
  Branches    11616    11623       +7     
==========================================
+ Hits        39027    39061      +34     
- Misses       6520     6534      +14     
- Partials     2193     2196       +3     

Files with missing lines	Coverage Δ
pytensor/link/pytorch/dispatch/__init__.py	100.00% <100.00%> (ø)
pytensor/link/pytorch/dispatch/slinalg.py	66.00% <66.00%> (ø)

... and 2 files with indirect coverage changes

[ricardoV94]

@twaclaw can you rebase the PR to solve the conflicts. And if you addressed @jessegrabowski feel free to mark the comments as resolved for us to see if there's anything left to be addressed.

Let us know if you are not available. And thanks in advance!

[twaclaw]

@twaclaw can you rebase the PR to solve the conflicts. And if you addressed @jessegrabowski feel free to mark the comments as resolved for us to see if there's anything left to be addressed.

Let us know if you are not available. And thanks in advance!

Will do shortly, I was indeed not available for the last month or so but I am back now.