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Implement standard_gamma_grad(), dirichlet_grad() in CUDA #111

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fritzo opened this issue Jan 29, 2018 · 0 comments
Open

Implement standard_gamma_grad(), dirichlet_grad() in CUDA #111

fritzo opened this issue Jan 29, 2018 · 0 comments

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@fritzo
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fritzo commented Jan 29, 2018 •
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There is still some mathematical work to get the Rice approximation part of dirichlet_grad() to be numerically stable in single-precision. Currently it is only stable for double-precision, but consumer-grade GPUs are very slow at double-precision math.
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@fritzo