Add comment regarding prioritization of cusolver for gpu cholesky

theano/gpuarray/opt.py

@@ -2122,6 +2122,11 @@ def local_gpu_cholesky(op, context_name, inputs, outputs):
 matrix_ops_db = LocalGroupDB()
 matrix_ops_db2 = LocalGroupDB(local_opt=theano.gof.opt.GraphToGPULocalOptGroup)
 matrix_ops_db2.__name__ = "matrix_ops_db2"
+
+# For Cholesky decomposition, magma is slower than cusolver (tested for
+# matrices of size 1000). Thus, cusolver is prioritized during graph
+# optimizations. To explicitly use magma, you should disable cusolver using
+# `optimizer_excluding=cusolver` in Theano config.
 lifter = op_lifter([slinalg.Cholesky])(local_gpu_cholesky)
 matrix_ops_db.register("local_gpu_cholesky", lifter,
                        'gpuarray', 'fast_compile', 'fast_run', 'cusolver',