pytorch
8bb72030 - Add torch.linalg.ldl_factor_ex and torch.linalg.ldl_solve

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2 years ago
Add torch.linalg.ldl_factor_ex and torch.linalg.ldl_solve This PR adds a function for computing the LDL decomposition and a function that can solve systems of linear equations using this decomposition. The result of `torch.linalg.ldl_factor_ex` is in a compact form and it's required to use it only through `torch.linalg.ldl_solve`. In the future, we could provide `ldl_unpack` function that transforms the compact representation into explicit matrices. Fixes https://github.com/pytorch/pytorch/issues/54847. cc @jianyuh @nikitaved @pearu @mruberry @walterddr @IvanYashchuk @xwang233 @Lezcano Pull Request resolved: https://github.com/pytorch/pytorch/pull/69828 Approved by: https://github.com/Lezcano, https://github.com/mruberry, https://github.com/albanD
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