HI Simon, I was wondering if you got anywhere with the faster Cholesky for Theano. I also use it a lot and have found it to be unstable on the GPU. Paul
On Saturday, March 7, 2015 at 11:45:36 AM UTC+1, Simon Ebner wrote: > > Hi all, > > I want to do computations where I rely heavily on the Cholesky > decomposition. Writing a small benchmark for tensor.slinalg.Cholesky, I > noticed that the implementation is not as fast as I hoped. As far as I can > tell it is not optimized for GPUs yet but relies on the scipy > implementation? > Doing a bit of a google seach I found several cuda implementations for > fast Cholesky decompositions on the GPU. Before I try to include that code > into my theano environment, could you let me know whether you decided not > to implement fast Cholesky decomposition on the GPU on purpose? > Furthermore, since I'm fairly new to theano I'm not completely confident > how to incorporate cuda code best into my existing theano code. Is the > sensible to create a custom OP with optimized C-Code? > > Best, > Simon > -- --- You received this message because you are subscribed to the Google Groups "theano-users" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To view this discussion on the web visit https://groups.google.com/d/msgid/theano-users/aca41c35-ec36-4055-bac7-e53aced30ea7%40googlegroups.com.
