Expand description
Dense matrix decompositions and solvers.
This module provides GPU-accelerated implementations of the core dense linear algebra algorithms: LU, QR, Cholesky, SVD, eigendecomposition, matrix inverse, determinant, and least squares.
Re-exports§
pub use band::BandMatrix;pub use band::band_cholesky;pub use band::band_lu;pub use band::band_solve;pub use batched::BatchAlgorithm;pub use batched::BatchConfig;pub use batched::BatchedResult;pub use batched::BatchedSolver;pub use cholesky::cholesky;pub use cholesky::cholesky_solve;pub use dc_svd::DcSvdConfig;pub use dc_svd::dc_svd;pub use det::determinant;pub use det::log_determinant;pub use eig::EigJob;pub use eig::syevd;pub use inverse::inverse;pub use ldlt::LdltResult;pub use ldlt::ldlt;pub use ldlt::ldlt_solve;pub use lstsq::lstsq;pub use lu::LuResult;pub use lu::lu_factorize;pub use lu::lu_solve;pub use matrix_functions::MatrixExpConfig;pub use matrix_functions::MatrixExpPlan;pub use matrix_functions::MatrixLogConfig;pub use matrix_functions::MatrixLogPlan;pub use matrix_functions::MatrixSqrtConfig;pub use matrix_functions::MatrixSqrtPlan;pub use ode_pde::AdvectionEquation1D;pub use ode_pde::Bdf2Solver;pub use ode_pde::BoundaryCondition;pub use ode_pde::EulerSolver;pub use ode_pde::Grid1D;pub use ode_pde::Grid2D;pub use ode_pde::HeatEquation1D;pub use ode_pde::ImplicitEulerSolver;pub use ode_pde::OdeConfig;pub use ode_pde::OdeMethod;pub use ode_pde::OdeSolution;pub use ode_pde::OdeSystem;pub use ode_pde::PdeConfig;pub use ode_pde::Poisson1D;pub use ode_pde::Rk4Solver;pub use ode_pde::Rk45Solver;pub use ode_pde::StepResult;pub use ode_pde::WaveEquation1D;pub use ode_pde::numerical_jacobian;pub use ode_pde::solve_tridiagonal as ode_solve_tridiagonal;pub use qr::qr_factorize;pub use qr::qr_generate_q;pub use qr::qr_solve;pub use qz::BalanceStrategy;pub use qz::EigenvalueType;pub use qz::QzConfig;pub use qz::QzPlan;pub use qz::QzResult;pub use qz::QzStep;pub use qz::ShiftStrategy;pub use qz::classify_eigenvalue;pub use qz::estimate_qz_flops;pub use qz::plan_qz;pub use qz::qz_host;pub use qz::validate_qz_config;pub use randomized_svd::RandomizedSvdConfig;pub use randomized_svd::RandomizedSvdResult;pub use randomized_svd::randomized_svd;pub use svd::SvdJob;pub use svd::SvdResult;pub use svd::svd;pub use tensor_decomp::CpAlsConfig;pub use tensor_decomp::CpDecomposition;pub use tensor_decomp::Matrix;pub use tensor_decomp::Tensor;pub use tensor_decomp::TtConfig;pub use tensor_decomp::TtDecomposition;pub use tensor_decomp::TuckerConfig;pub use tensor_decomp::TuckerDecomposition;pub use tensor_decomp::cp_als;pub use tensor_decomp::hadamard_product;pub use tensor_decomp::khatri_rao_product;pub use tensor_decomp::mode_n_product;pub use tensor_decomp::tt_svd;pub use tensor_decomp::tucker_hooi;pub use tensor_decomp::tucker_hosvd;pub use tridiagonal::batched_tridiagonal_solve;pub use tridiagonal::tridiagonal_solve;
Modules§
- band
- Band Matrix Solvers.
- batched
- Batched matrix factorization for many small matrices in a single kernel launch.
- cholesky
- Cholesky Decomposition for symmetric positive definite matrices.
- dc_svd
- Divide-and-Conquer SVD.
- det
- Determinant computation via LU factorization.
- eig
- Symmetric eigenvalue decomposition.
- inverse
- Matrix inverse via LU factorization.
- ldlt
- Symmetric Indefinite Factorization (LDL^T / Bunch-Kaufman).
- lstsq
- Least squares solver.
- lu
- LU Factorization with partial pivoting.
- matrix_
functions - Matrix functions: exponential, logarithm, and square root.
- ode_pde
- ODE and PDE solver kernels.
- qr
- QR Factorization via blocked Householder reflections.
- qz
- Non-symmetric generalized eigenvalue solver (QZ algorithm).
- randomized_
svd - Randomized low-rank SVD algorithm (Halko, Martinsson, Tropp 2011).
- svd
- Singular Value Decomposition (SVD).
- tensor_
decomp - Tensor decomposition algorithms: CP, Tucker, and Tensor-Train (TT).
- tridiagonal
- Tridiagonal system solver.