Batched NNLS - #8402
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GPU batch-friendly implementation of Lawson and Hanson NNLS algorithm.
Solves one problem per block:$\arg \min_x {||Ax - b ||}_2^2$ subject to $x \ge 0$ where $A \in \mathbb{R}^{n \times m}, b \in \mathbb{R}^{n}$ . The batching happens by building a matrix $B^{n \times p}$ from columns $b$ and masking some columns of $A$ for each problem in a batch with a bitmap of size $m \times p$ .
The current version keeps$O(n)$ data in shared memory, which limits the scaling over n.