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GPU: Add dense cuSOLVER solvers (QR, SVD, EigenSolver)

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Add QR (geqrf + ormqr + trsm), SVD (gesvd), and self-adjoint eigenvalue
decomposition (syevd) via cuSOLVER. All support host and DeviceMatrix input.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
Rasmus Munk Larsen
2026-04-09 19:11:25 -07:00
parent 58c44ef36d
commit 8593c7f5a1
17 changed files with 1999 additions and 96 deletions
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4
test/gpu_device_matrix.cpp
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@@ -35,7 +35,6 @@ void test_allocate(Index rows, Index cols) {
VERIFY(!dm.empty());
VERIFY_IS_EQUAL(dm.rows(), rows);
VERIFY_IS_EQUAL(dm.cols(), cols);
VERIFY_IS_EQUAL(dm.outerStride(), rows);
VERIFY(dm.data() != nullptr);
VERIFY_IS_EQUAL(dm.sizeInBytes(), size_t(rows) * size_t(cols) * sizeof(Scalar));
}
@@ -69,7 +68,7 @@ void test_roundtrip_async(Index rows, Index cols) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream));
// Async upload from raw pointer.
auto dm = DeviceMatrix<Scalar>::fromHostAsync(host.data(), rows, cols, rows, stream);
auto dm = DeviceMatrix<Scalar>::fromHostAsync(host.data(), rows, cols, stream);
VERIFY_IS_EQUAL(dm.rows(), rows);
VERIFY_IS_EQUAL(dm.cols(), cols);
@@ -185,7 +184,6 @@ void test_resize() {
dm.resize(50, 30);
VERIFY_IS_EQUAL(dm.rows(), 50);
VERIFY_IS_EQUAL(dm.cols(), 30);
VERIFY_IS_EQUAL(dm.outerStride(), 50);
VERIFY(dm.data() != nullptr);
// Resize to same dimensions is a no-op.