cuSolver eigen decomposition support #189
Merged
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Hi @lebedov,
Seeing the CFFI work in #88, I do not know if there is value in adding cuSolver eigen decomposition support in the manner that I have, but I had found a need for the cuSolver support in skcuda.linalg.eig. I thought I might open a PR in case it was useful. There is likely more work to do since cuSolver doesn't seem to implement the LAPACK geev functionality like CULA and my approach seems to not work for complex matrices.
I am new to the project and would welcome any feedback on this.