math.NASep 26, 2026

Fast Differentiable SVD on GPU via Polar Decomposition

Authors: Uliana Parkina, Askar Tsyganov, Sergei Kudriashov, Sergey Samsonov, Maxim Rakhuba

Organizations: HSE University

Abstract

We present a fully GPU-oriented SVD pipeline based on polar decomposition, motivated by iterative methods that rely solely on matrix multiplications, such as the Newton-Schulz iteration. We show that this approach enables up to a 2×2\times speedup compared to standard implementations. Furthermore, we derive a numerically stable backward pass for the polar decomposition and leverage it to obtain a fully differentiable SVD. Our methods are released as open-source implementations in both PyTorch and JAX: https://github.com/fallnlove/cans_svd.

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