Hi, The GPU cholesky decomposition relies on cuSOLVER or Magma. I believe nvidia knows their hardware well and cuSOLVER should provide the best efficient result.
Although cholesky decomposition is very numerical stable, when I write the test case, I find that I will get trouble for relatively small matrix if I use single-precision. Are you using single-precision on a big matrix? If not, try to compute the condition number of the matrix to see if it is too big. If it is not too big, then it may be a bug. I also need to use the cholesky operator, Please send me the matrix and I am willing to fix it. Best, 2020年2月6日(木) 0:34 Paul Baggenstoss <[email protected]>: > 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 > <https://groups.google.com/d/msgid/theano-users/aca41c35-ec36-4055-bac7-e53aced30ea7%40googlegroups.com?utm_medium=email&utm_source=footer> > . > -- --- 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/CAAMb3nVNwz7BR6cj%3DrS_JD3rnBqS%3DmWoC1zKLQCH8UhizZb%3Dsg%40mail.gmail.com.
