PCA and SVD for low-rank matrices, LOBPCG for positive-defined generalized eigenvalue problem - copy (#34721)
Summary:
This is a copy of PR https://github.com/pytorch/pytorch/issues/29488 to help the merging process.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/34721
Differential Revision: D20444270
Pulled By: vincentqb
fbshipit-source-id: 042c56c8c0dae37834f52b4aee2deae7dd6fa659
