Addinf GPU-based LU decomposition of sparse matrix

Hi guys,

Thanks for your excellent job!

I had some troubles using PyTorch, especially when I needed to solve the sparse linear equations Ax=b (usually by LU decomposition). Unfortunately, PyTorch doesn’t seem to have this feature.
I wonder if you have any plans to add this feature?
I found a great library to do LU decomposition based on GPU, but it’s only in c++.
sheldonucr/GLU_public: GLU - GLU-accelerated Sparse Parellel LU factorization solver V3.0 (github.com)

Would you like to add a Pytorch wrapper for it?

Many thanks!