[GitHub] [incubator-mxnet] arcadiaphy opened a new issue #14962: Improve linear algebra functions

[GitBox <gi...@apache.org>]

arcadiaphy opened a new issue #14962: Improve linear algebra functions
URL: https://github.com/apache/incubator-mxnet/issues/14962
 
 
   One of my projects needs to do matrix inversion which is not very accurate and convenient to do with Cholesky factorization, so I decided to implement myself and improve the linalg package in the same time. New operators to add:
   
   | operator | function                               | progress |
   |----------|----------------------------------------|----------|
   | inverse  | matrix inversion                       |          |
   | det      | matrix determinant                     |          |
   | logdet   | log determinant                        |          |
   | svd      | singular value decomposition           |          |
   | pinverse | pseudo-inverse (Moore-Penrose inverse) |          |
   
   Pytorch use MAGMA in their implementation, I'll try to only use cuBLAS and cuSolver in order not to add dependencies.

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