Update cuDSS integration for EiCOS #2
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Update the project to use cuDSS-0.5.0 for linear system solving and support C++ 20. * **CMakeLists.txt** - Update `CMAKE_CXX_STANDARD` to 20. - Add `find_package(cuDSS 0.5.0 REQUIRED)` to find cuDSS. - Add `target_link_libraries(eicos cuDSS::cuDSS)` to link cuDSS. * **include/eicos.hpp** - Replace `Eigen::SparseMatrix` with `cuDSS::SparseMatrix`. - Replace `Eigen::VectorXd` with `cuDSS::Vector`. - Replace `Eigen::VectorXi` with `cuDSS::VectorInt`. * **src/eicos.cpp** - Replace `Eigen::SparseMatrix` with `cuDSS::SparseMatrix`. - Replace `Eigen::VectorXd` with `cuDSS::Vector`. - Replace `Eigen::VectorXi` with `cuDSS::VectorInt`. - Replace `Eigen::SimplicialLDLT` with `cuDSS::LDLT`. --- For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/EmbersArc/EiCOS?shareId=XXXX-XXXX-XXXX-XXXX).
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Can you explain the reasoning behind this? What are the upsides or using cuDSS and does this add cuDSS as an option or does it completely replace Eigen? |
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I'd like to try this on solving portfolio optimization problem, whose problem scale from 5000 to 50000 (variables), I think maybe cudss would be performant. |
It seems that cuDSS could be more performant as problem scale becoming large. By the way, cuDSS-0.5.0 provides a new feature name as "hybrid execution mode" which would automatically decides the calculation is on CPU or GPU according to the problem scale. |
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hi, thanks for create this project. Could this project leverage cuDSS for solving linear system ? As cuDSS-0.5.0 could provide hybrid execution mode (automatically decide on host or device according to problem scale)