pytorch
3ac90132 - Implements `torch.linalg.lstsq` (#49093)

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3 years ago
Implements `torch.linalg.lstsq` (#49093) Summary: Fixes https://github.com/pytorch/pytorch/issues/44378 by providing a wider range of drivers similar to what SciPy is doing. The supported CPU drivers are `gels, gelsy, gelsd, gelss`. The CUDA interface has only `gels` implemented but only for overdetermined systems. The current state of this PR: - [x] CPU interface - [x] CUDA interface - [x] CPU tests - [x] CUDA tests - [x] Memory-efficient batch-wise iteration with broadcasting which fixes https://github.com/pytorch/pytorch/issues/49252 - [x] docs Pull Request resolved: https://github.com/pytorch/pytorch/pull/49093 Reviewed By: H-Huang Differential Revision: D26723384 Pulled By: mruberry fbshipit-source-id: c9866a95f14091955cf42de22f4ac9e2da009713
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