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Stochastic lanczos quadrature #36

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  1. Added stochastic_lanczos.py under hessian_eigenthings. As per the discussions on the OG repo, the hvp operations are performed on gpu while the rest of the computations are performed on the CPU with float64 precision.
  2. tests/spectral_density_tests.py. As of now I only perform statistical distance test here. I wanted to make this pull request and get the conversation going.
  3. General housekeeping in "__init__.py"
  • Add support for multi-GPU.

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