Add Cholesky function specification #110
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
It is straightforward for CuPy to support the |
leofang
reviewed
Mar 19, 2021
leofang
approved these changes
Mar 27, 2021
0607525 to
138e963
Compare
|
Thanks, @leofang, for the review. This is ready for merge... |
|
What was the motivation for choosing the |
|
@lucascolley See the API comparison linked to in the OP: https://github.com/data-apis/array-api-comparison/blob/0459e5dd51fa38df8bf24363f4fa5895ac5c2929/signatures/linalg/cholesky.md TL;DR: the kwarg was not universally supported. Among array libraries, PyTorch had |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR
Notes
NumPy (along with CuPy, JAX, MXNet, TF) does not allow returning either the lower- or upper-triangular Cholesky factor. However, SciPy, Torch, and Dask do support returning either. The ability to return either factor is common outside of the PyData ecosystem (MATLAB, LAPACK). Accordingly, the decision was made to include an
upperkeyword to support returning the upper-triangular Cholesky factor.Following Torch, MXNet, TF, NumPy, and JAX, this proposal allows for providing a stack of square matrices.