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You can do all of these in terms of matmul to some extent: Solving AX=B can be done with Newton's method to invert A, which boils down to matmuls. Matrix expo
by Straw 1y ago
You can do all of these in terms of matmul to some extent:
Solving AX=B can be done with Newton's method to invert A, which boils down to matmuls.
Matrix exponential is normally done with matmuls- the scale down, Taylor/Pade and square approach.
Why do you need Cholesky? It's typically a means to an end, and when matmul is your primitive, you reach for it much less often.
Eigendecomposition is hard. If we limit ourselves to symmetric, we could use a blocked Jacobi algorithm where we run a non-matmul Jacobi to do 128x128 off-diagonal blocks and then use the matmul unit to apply to the whole matrix- for large enough matrices, still bottlenecked on matmul.
SVD we can get from Polar decomposition, which has purely-matmul iterations, and symmetric eigendecomposition.
One does have to watch out for numerical stability and precision very carefully when doing all these!
- RossBencina 1y agoCholesky for generating so-called sigma points in the Unscented Transformation.