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eigen/Eigen/GPU
Rasmus Munk Larsen 58c44ef36d GPU: Add library dispatch module (DeviceMatrix, cuBLAS, cuSOLVER)
Add Eigen/GPU module: A standalone GPU library dispatch layer where
DeviceMatrix<Scalar> operations map 1:1 to cuBLAS/cuSOLVER calls.
CPU and GPU solvers coexist in the same binary with compatible syntax.

Core infrastructure:
- DeviceMatrix<Scalar>: RAII dense column-major GPU memory wrapper with
  async host transfer (fromHost/toHost) and CUDA event-based cross-stream
  synchronization.
- GpuContext: Unified execution context owning a CUDA stream + cuBLAS
  handle + cuSOLVER handle. Thread-local default with explicit override
  via setThreadLocal(). Stream-borrowing constructor for integration.
- DeviceBuffer: Typed RAII device allocation with move semantics.

cuBLAS dispatch (expression syntax):
- GEMM: d_C = d_A.adjoint() * d_B (cublasXgemm)
- TRSM: d_X = d_A.triangularView<Lower>().solve(d_B) (cublasXtrsm)
- SYMM/HEMM: d_C = d_A.selfadjointView<Lower>() * d_B (cublasXsymm)
- SYRK/HERK: d_C = d_A * d_A.adjoint() (cublasXsyrk)

cuSOLVER dispatch:
- GpuLLT: Cached Cholesky factorization (cusolverDnXpotrf + Xpotrs)
- GpuLU: Cached LU factorization (cusolverDnXgetrf + Xgetrs)
- Solver chaining: auto x = d_A.llt().solve(d_B)
- Solver expressions with .device(ctx) for explicit stream control.

CI: Bump CUDA container to Ubuntu 22.04 (CMake 3.22), GCC 10->11,
Clang 12->14. Bump cmake_minimum_required to 3.17 for FindCUDAToolkit.

Tests: gpu_cublas.cpp, gpu_cusolver_llt.cpp, gpu_cusolver_lu.cpp,
gpu_device_matrix.cpp, gpu_library_example.cu
Benchmarks: bench_gpu_solvers.cpp, bench_gpu_chaining.cpp,
bench_gpu_batching.cpp
2026-04-09 19:05:25 -07:00

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_GPU_MODULE_H
#define EIGEN_GPU_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup GPU_Module GPU module
*
* GPU-accelerated solvers and operations using NVIDIA CUDA libraries
* (cuSOLVER, cuBLAS, cuSPARSE, cuFFT, cuDSS).
*
* This module provides explicit GPU solver classes that coexist with Eigen's
* CPU solvers. Unlike the LAPACKE dispatch (which replaces the CPU
* implementation globally), GPU classes are separate types the user
* instantiates by choice:
*
* \code
* #define EIGEN_USE_GPU
* #include <Eigen/GPU>
*
* // CPU path (unchanged)
* Eigen::LLT<Eigen::MatrixXd> llt_cpu(A);
*
* // GPU path (explicit)
* Eigen::GpuLLT<double> llt_gpu(A); // L stays on device
* auto X = llt_gpu.solve(B); // only B transferred per solve
* \endcode
*
* Requires CUDA 11.4+. See CLAUDE.md.
*/
#ifdef EIGEN_USE_GPU
// IWYU pragma: begin_exports
#include "src/GPU/DeviceMatrix.h"
#include "src/GPU/GpuContext.h"
#include "src/GPU/DeviceExpr.h"
#include "src/GPU/DeviceBlasExpr.h"
#include "src/GPU/DeviceSolverExpr.h"
#include "src/GPU/DeviceDispatch.h"
#include "src/GPU/GpuLLT.h"
#include "src/GPU/GpuLU.h"
// IWYU pragma: end_exports
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_GPU_MODULE_H