I want to explicitly obtain a Tikhonov inverse of an ill-conditioned matrix, for example:
julia> using LinearAlgebra julia> BLAS.set_num_threads(12) julia> function Tikhonov(M, λ=1e-15) Tm = inv(M' * M + λ * I(size(M, 2))) return M end Tikhonov (generic function with 2 methods) [....] julia> x = randn((12000, 6000)); julia> @time Tikhonov(x); 5.432725 seconds (13 allocations: 827.002 MiB, 1.67% gc time)
However, I want to speed up this operation but CUDA.jl does not seem to have a
inv function for that matrix size. I think the CPU has already reached its limit.