Backward support for generalized eigenvalue solver with LOBPCG in forward [only k-rank SYMEIG case] (#43002)
Summary:
As per title. Fixes [#{38948}](https://github.com/pytorch/pytorch/issues/38948). Therein you can find some blueprints for the algorithm being used in this PR.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/43002
Reviewed By: zou3519
Differential Revision: D23931326
Pulled By: albanD
fbshipit-source-id: e6994af70d94145f974ef87aa5cea166d6deff1e