Hello Jean,
Just curious how hard it is to add GPU support for randomized SVD. e.g., in annembed::tools::svdapprox::subspace_iteration_full, call GPU backend via cudarc-rs when GPU is detected, otherwise fall back to CPU? I have a matrix with 500k by 500k, even with randomized svd, the SVD still take some time.
Thanks,
Jianshu
Hello Jean,
Just curious how hard it is to add GPU support for randomized SVD. e.g., in annembed::tools::svdapprox::subspace_iteration_full, call GPU backend via cudarc-rs when GPU is detected, otherwise fall back to CPU? I have a matrix with 500k by 500k, even with randomized svd, the SVD still take some time.
Thanks,
Jianshu