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extract L from CholeskySolverF #46

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schenkch opened this issue Oct 29, 2024 · 2 comments
Open

extract L from CholeskySolverF #46

schenkch opened this issue Oct 29, 2024 · 2 comments

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@schenkch
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I am trying to get the actual lower triangular matrix L out from CholeskySolverF but I have not succeeded so far. Is it possible?

@bathal1
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bathal1 commented Oct 29, 2024

Hi,
At the moment it is not possible, because the sparse representation of L lives on the GPU.
It should be easy to do it by adding a function to copy the arrays to the CPU and returning a copy of them.

That said, if you care only about L and not solving triangular systems, then you might be better off using some other tools doing Cholesky decomposition on the CPU, e.g. SciPy

@schenkch
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Thank you. I see but I am looking for a sparse solver where you can extract L. Do you know of any other sparse Cholesky python solvers apart from scikit-sparse?

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