[FEA] Lanczos solver v2 #2481
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[FEA] Lanczos solver v2 #2481
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KyleFromNVIDIA
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Nov 1, 2024
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cjnolet
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Nov 4, 2024
cjnolet
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Nov 4, 2024
| ValueTypeT one = 1; | ||
| ValueTypeT mone = -1; | ||
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| // Using raft::linalg::gemv leads to Reason=7:CUBLAS_STATUS_INVALID_VALUE |
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Can you create an issue for follow-on tasks and add fixing this to the issue? (and reference the issue here, please). We shouldn't be using internal detail APIs across namespaces but in the interest of getting this PR merged quickly, I think we should create an issue for it and move on.
cjnolet
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cjnolet
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Nov 4, 2024
| template <typename IndexTypeT, typename ValueTypeT> | ||
| auto lanczos_compute_smallest_eigenvectors( | ||
| raft::resources const& handle, | ||
| raft::device_vector_view<IndexTypeT, uint32_t, raft::row_major> rows, |
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We should be exposing public APIs only for our sparse types and not accepting those arrays individually. I'm okay keeping this in the meantime, but please add this to the follow-on issue and reference it here.
cjnolet
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cjnolet
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cjnolet
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cjnolet
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cjnolet
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cjnolet
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cjnolet
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This was referenced Nov 5, 2024
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lowener
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Nov 14, 2024
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I unfortunately don't have permissions to push on @aamijar branch for the previous Lanczos solver PR (#2416) so I kept his commits and continued it here.
Lanczos Solver for Sparse Eigen Decomposition
We propose a new lanczos solver in raft that fixes the issues present in the previous solver
raft::sparse::solver::detail::computeSmallestEigenvectors.Specifically we address the following issues:
This new implementation is taken from the cupy library
cupyx.scipy.sparse.linalg.eigshwhere the thick-restart and full reorthogonalzation methods are used.Additionally this PR exposes a python api for raft lanczos solver with an interface similar to
scipy.sparse.linalg.eigshandcupyx.scipy.sparse.linalg.eigsh.