The Graphics Processor as a Mathematical Coprocessor in MATLAB
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}
}
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.
June 9, 2011 by hgpu
