CUSPARSE for GPU sparse Ops
GPUs can be used to accelerate sparse matrix operations. Might be a big job to use it though, considering we don't have a GPU-friendly sparse data type yet. NVidia has release CUSPARSE to help on the algorithm side, TODO: look into what it provides and how we can use it.
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This was started in the repo: https://nouiz@bitbucket.org/nouiz/theano-pycuda and https://nouiz@bitbucket.org/jaberg/theano-pycuda.
The function that was started to implement is csrmm
The function that was started to implement is csrmm