spectraplex LMO is eigen!(Symmetric(...)) over a reshape of an n²-vec to n×n.
O(n³). dominates per-iter cost on PSD-cone problems past n≈100 (75–80% of
per-iter for trace regression at n=200, see examples/bench_spectraplex_apple.jl).
AppleAccelerate doesn't help — dsyevd / ssyevd lands within noise of
OpenBLAS at n≤500 on apple silicon. real lever is GPU eigen.
paths:
spectraplex LMO is
eigen!(Symmetric(...))over a reshape of an n²-vec to n×n.O(n³). dominates per-iter cost on PSD-cone problems past n≈100 (75–80% of
per-iter for trace regression at n=200, see
examples/bench_spectraplex_apple.jl).AppleAcceleratedoesn't help —dsyevd/ssyevdlands within noise ofOpenBLAS at n≤500 on apple silicon. real lever is GPU eigen.
paths:
syevdon CUDA.KernelAbstractions.jl. FW only needs thesmallest eigenvector — partial decomp is much cheaper than full.
bench_spectraplex_apple.jl.