Implement of dpnp.linalg.cholesky() #1638
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View rendered docs @ https://intelpython.github.io/dpnp/pull//index.html |
antonwolfy
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Jan 17, 2024
dpnp/linalg/dpnp_utils_linalg.py
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| ht_lapack_ev.wait() | ||
| a_ht_copy_ev.wait() | ||
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| a_h = dpnp.tril(a_h) |
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why do we need to create a copy here? can we control the required decomposition by upper_lower flag and to avoid the extra copying?
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Because we need to get lower or upper triangular matrix with zeros above or below the main diagonal.
Since potrf and potrf_batch writes the result to the input array, we need to get rid of the input array data that has not changed.
antonwolfy
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Jan 19, 2024
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LGTM! Thank you @vlad-perevezentsev
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This PR updates
dpnp.linalg.cholesky()function to calculate the Cholesky factorization usingoneapi::mkl::lapack::potrfandoneapi::mkl::lapack::potrf_batchThe implementation is written as a pybind11 extension above required LAPACK functions.