I’m getting the same, even without cuda.
i = torch.LongTensor([[0, 1, 2], [0, 1, 2]])                                                                                                                                                                                                                                                                                                               
v = torch.FloatTensor([1,1,1])                                                                                                                                                                                                                                                                                                                             
t = torch.sparse.FloatTensor(i, v, torch.Size([3,3]))
t.to_dense()                                                                                                                                                                                                                                                                                         

tensor([[1., 0., 0.],
        [0., 1., 0.],
        [0., 0., 1.]])

t.lu()                       
                                                                                                                                                                                                                                                                                                                              
---------------------------------------------------------------------------
RuntimeError                              Traceback (most recent call last)
<ipython-input-25-9f1f2db7f67d> in <module>
----> 1 t.lu()

~/anaconda3/envs/audio-built/lib/python3.7/site-packages/torch/tensor.py in lu(self, pivot, get_infos)
    294         r"""See :func:`torch.lu`"""
    295         # If get_infos is True, then we don't need to check for errors and vice versa
--> 296         LU, pivots, infos = torch._lu_with_info(self, pivot=pivot, check_errors=(not get_infos))
    297         if get_infos:
    298             return LU, pivots, infos

RuntimeError: Didn't find kernel to dispatch to for operator 'aten::_lu_with_info'. Tried to look up kernel for dispatch key 'SparseCPUTensorId'. Registered dispatch keys are: [CPUTensorId, VariableTensorId]