Is there a linear solver in PyTorch whose differentiation is implemented ? Is it planned to implement one soon ? If not, how do I go about differentiating it by hand ?
I feel like I’ve looked at all the solvers of http://pytorch.org/docs/master/torch.html#blas-and-lapack-operations, and non of them implement the differentiation. I guess this file https://github.com/pytorch/pytorch/blob/master/tools/autograd/derivatives.yaml is the one to look at to see if derivatives are implemented.
I think torch.gesv is differentiable
Yep, that is correct, thank you ! I guess I didn’t look hard enough…
Hi, do you encounter a problem which is the torch.gesv function is much slower on GPU than on CPU when the matrix A is small, such as 30*30?
Hi, do you encounter a problem which is the torch.gesv function is much slower on GPU than on CPU when the matrix A is small, such as 30*30?@matthieuheitz
Yes, I think it might come from the overhead of loading the data on the GPU memory.
You should probably use CPU for small matrices.
Is there any detailed documentation of the implementation details of
torch.gesv? What method is it using? Gaussian elimination? What formula does it use to compute the gradients?