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Batched NNLS - #8402

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achirkin wants to merge 13 commits into
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achirkin:fea-nnls
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Batched NNLS #8402
achirkin wants to merge 13 commits into
NVIDIA:main from
achirkin:fea-nnls

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@achirkin

@achirkin achirkin commented Jul 22, 2026

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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.

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@achirkin achirkin added feature request New feature or request non-breaking Non-breaking change labels Jul 22, 2026

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