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Make num_vecjac<!> GPU compatible #273

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vpuri3 opened this issue Nov 11, 2023 · 4 comments
Open

Make num_vecjac<!> GPU compatible #273

vpuri3 opened this issue Nov 11, 2023 · 4 comments

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@vpuri3
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vpuri3 commented Nov 11, 2023

for i in 1:length(x)
x[i] += ϵ
f0 = f(x)
x[i] -= ϵ
du[i] = (((f0 .- _f0) ./ ϵ)' * vv)[1]
end

@ChrisRackauckas
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The autodiff ones should be GPU compatible already at least? Those ones should be tested on CI too. The numerical differentiation ones need some separate dispatches.

@vpuri3
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vpuri3 commented Nov 15, 2023

Auto-diff ones work on GPU. num_jacvec<!> looks GPU compatible as well. From a cursory look num_vecjac<!> look like only ones that aren't.

@vpuri3
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vpuri3 commented Nov 15, 2023

@ChrisRackauckas any idea how we can make this GPU? Can we use LinearAlgebra functions or does it need its own CUDA kernel?

@ChrisRackauckas
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Look at how FintieDiff.jl was made GPU compatible. You need to locally force allowscalar and it's a bit slow, and that's kind of required.

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