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The torch package includes some fast methods for matrix decompositions that can be used as drop-in replacements for the default BLAS/LAPACK matrix computations in the package, with easy-to-use options for GPU computing. This would lead to noticeably improved runtimes for some functions like make_gen_boot_factors() or make_fays_gen_rep_factors(). Let's do the following:
1. Add torch to the package suggests
2. Add a package-wide option like options(svrep.torch_device = c(NULL, 'cpu', 'cuda'))
3. In make_fays_gen_rep_factors(), allow the eigendecomposition to use Torch's eigendecomposition depending on getOption("svrep.torch_device").
4. In make_gen_boot_factors(), see if we can generate the multivariate normal draws using torch depending on getOption("svrep.torch_device").
The text was updated successfully, but these errors were encountered:
The torch package includes some fast methods for matrix decompositions that can be used as drop-in replacements for the default BLAS/LAPACK matrix computations in the package, with easy-to-use options for GPU computing. This would lead to noticeably improved runtimes for some functions like
make_gen_boot_factors()
ormake_fays_gen_rep_factors()
. Let's do the following:torch
to the package suggestsoptions(svrep.torch_device = c(NULL, 'cpu', 'cuda'))
make_fays_gen_rep_factors()
, allow the eigendecomposition to use Torch's eigendecomposition depending ongetOption("svrep.torch_device")
.make_gen_boot_factors()
, see if we can generate the multivariate normal draws usingtorch
depending ongetOption("svrep.torch_device")
.The text was updated successfully, but these errors were encountered: