Thank you very much for your reply.
I have several GPU with high TFLOPS double precision and I somehow need
linear algebra subroutine (and automatic differentiation of them to save
time) to do my work.
theano is the only framework that currently suits my need. I may implement
it by myself and will later pull request later.


Arnaud Bergeron <[email protected]> 於 2018年10月19日 週五 上午1:31寫道:

>
> Le 18 oct. 2018 à 00:15, Wong Hang <[email protected]> a écrit :
>
> Hi there,
>
> May I ask why theano gpuarray does not support float64 cholesky
> factorization and triangular solve?
> Are there any reason behind that?
>
>
> The main reason is that there is little interest in float64 because it is
> *much* slower than float32 on GPUs.
>
> I think I can simply hack the code in theano/gpuarray/linalg.py to
> invoke cusolver.cusolverDnDpotrf / cublas.cublasDtrsm / cublas.cublasDtrsv
> rather than cusolver.cusolverDnSpotrf / cublas.cublasStrsm /
> cublas.cublasStrsv to get float64 support?
>
>
> Yes, that should work, but make sure to update the surrounding support
> code so that it checks for float64 rather than float32.  You could also
> make it switch the function used based on the input argument types.
>
> Best,
> Hang
>
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