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WIP: Lstsq solver #150

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WIP: Lstsq solver #150

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@hunse hunse commented Dec 9, 2017

This is currently not working well. As seen in the test included in the commit, it makes performance a lot worse as compared to the nengo version for the large near-singular system. Also, cho_solve doesn't work because it's so near-singular, but I'm using cho_solve in nengo so something else is weird with how the matrices are being computed on the GPU.

hunse added 3 commits December 8, 2017 19:06
This allows for custom building of solvers.

It also builds the activities matrix using the device if possible.
TODO: Cannot do cholesky solve in tests.test_builder.test_LstsqL2_solver
because matrix too near singular. Why? Also, the error as the code
currently is is too big. Something weird is going on.
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