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Implement batched singular value decomposition. #1314

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Sep 6, 2019
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@hawkinsp hawkinsp commented Sep 5, 2019

On GPU, switch to using the Jacobi implementation of SVD for matrices smaller than 32x32. The Jacobi implementation has an efficient implementation for batches of small matrices.

Partially addresses issue #1259

On GPU, switch to using the Jacobi implementation of SVD for matrices smaller than 32x32. The Jacobi implementation has an efficient implementation for batches of small matrices.
@hawkinsp hawkinsp merged commit 1ee2b75 into jax-ml:master Sep 6, 2019
@hawkinsp hawkinsp mentioned this pull request Sep 25, 2019
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