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The Graphics Processor as a Mathematical Coprocessor in MATLAB

Andre Rigland Brodtkorb
Dept. of Appl. Math., SINTEF ICT, Oslo
International Conference on Complex, Intelligent and Software Intensive Systems, 2008. CISIS 2008

@inproceedings{brodtkorb2008graphics,

   title={The graphics processor as a mathematical coprocessor in MATLAB},

   author={Brodtkorb, A.R.},

   booktitle={Complex, Intelligent and Software Intensive Systems, 2008. CISIS 2008. International Conference on},

   pages={822–827},

   year={2008},

   organization={IEEE}

}

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We present an interface to the graphics processing unit (GPU) from MATLAB, and four algorithms from numerical linear algebra available through this interface; matrix-matrix multiplication, Gauss-Jordan elimination, PLU factorization, and tridiagonal Gaussian elimination. In addition to being a high level abstraction to the GPU, the interface offers background processing, enabling computations to be executed on the CPU simultaneously. The algorithms are shown to be up-to 31 times faster than highly optimized CPU code. The algorithms have only been tested on single precision hardware, but will easily run on new double precision hardware.
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