Linear algebra module to-do list

xitorch / xitorch

Differentiable scientific computing library

https://xitorch.readthedocs.io/

MIT License

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Open mfkasim1 opened 3 years ago

mfkasim1 commented 3 years ago

[x] svd (taking the n lowest or uppermost decomposition, just like symeig)
[ ] solve
- [x] (method="cg")
- [x] (method="bicgstab")
- [ ] (method="gmres") (#10)
- [ ] (method="lgmres")
[ ] symeig (eigen decomposition for symmetric matrix)
- [ ] (method="lobpcg")
- [x] Stabilizing the backward calculation for degenerate case
[ ] lstsq (minimizing |AX - B|^2)
[ ] Minimizing |X|^2 s.t. |AX-B| for overdetermined problem

yhl48 commented 2 years ago

What will be the difference between lstsq in xitorch and torch.linalg.lstsq?