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Indexing -> torch.gather for better performance? #20

@squidrice21

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@squidrice21

Hi,

Thanks for the great research and sharing the code! I've been using large-steps preconditioning for my project and it's working well. Recently, I worked on improving the performance of my pytorch code and found that changing from pytorch indexing to torch.gather gives me about 30x speed up. I also visualized the computational graph of the part using large-steps preconditioning via torchviz and saw DifferentiableSolveBackward -> IndexBackward0. This indexing seems to come from this repo. I'm pretty satisfied with the speed of the current version but just wondering if it can be further improved by switching to torch.gather.

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