One of the easiest ways to make this kind of problem GPU friendly is to use random matrix projections to cast the problem as a much smaller dense problem. The

One of the easiest ways to make this kind of problem GPU friendly is to use random matrix projections to cast the problem as a much smaller dense problem. The issue with doing this is that the technique is only practical for certain problems where there are a relatively small (hundreds to thousands) number of dominant eigenvalues.