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Schur decomposition #2077

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lgravina1997 opened this issue Sep 11, 2023 · 1 comment
Open

Schur decomposition #2077

lgravina1997 opened this issue Sep 11, 2023 · 1 comment
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enhancement New feature or request help wanted Extra attention is needed

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@lgravina1997
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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 lgravina1997 added the enhancement New feature or request label Sep 11, 2023
@maleadt maleadt added the help wanted Extra attention is needed label Sep 11, 2023
@amontoison
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We don't have a routine for Schur decomposition in CUSOLVER.
How is it implemented in PyTorch or Jax?

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@maleadt @amontoison @lgravina1997