Update cuDSS integration for EiCOS#2
Open
Franc-Z wants to merge 1 commit intoEmbersArc:masterfrom
Open
Conversation
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).
Owner
|
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? |
Author
|
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. |
Author
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. |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
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)