Matrix inversion for CuArray

[xukai92]

inv is not defined for CuArray

I attempted to use a wrap over CuArrays.CUBLAS.matinv_batched, i.e. Base.inv(x::CuArray{<:Real,2}) = CuArrays.CUBLAS.matinv_batched([x])[2][1]. But this only supports matrix smaller than 32x32.

Any idea how to support it formally?

[xukai92]

A related issue is :\ is not defined for CuArray but could be wrapped by several CUBALS functions:

const CuOrAdj = Union{CuArray, LinearAlgebra.Adjoint{T, CuArray{T, 2}}} where {T<:AbstractFloat}
function Base.:\(_A::AT1, _B::AT2) where {AT1<:CuOrAdj, AT2<:CuOrAdj}
    A, B = copy(_A), copy(_B)
    A, ipiv = CuArrays.CUSOLVER.getrf!(A)
    return CuArrays.CUSOLVER.getrs!('N', A, ipiv, B)
end

PS: this is related because some matrix inversion could be replaced by :\

[xukai92]

cc @mohamed82008 @MikeInnes

[MikeInnes]

Perhaps we should start with a patch that adds \ to CuArrays, and then think about building inv on top?

[xukai92]

Perhaps we should start with a patch that adds \ to CuArrays, and then think about building inv on top?

On it.

[aterenin]

I need inv for UpperTriangular types. I presume this is still something that's not been implemented? I can try to add and make a PR if so.

[kshyatt]

Matrix inverse now seems to be working for generic matrices, symmetric, and upper triangular. If you have another matrix type that's not working, feel free to comment and reopen this issue!