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The Graphics Processor as a Mathematical Coprocessor in MATLAB

Abstract

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.

Category

Academic chapter

Language

English

Author(s)

  • André R. Brodtkorb

Affiliation

  • SINTEF Digital / Mathematics and Cybernetics

Year

2008

Publisher

IEEE (Institute of Electrical and Electronics Engineers)

Book

The Second International Conference on Complex, Intelligent and Software Intensive Systems

ISBN

9780769531090

Page(s)

822 - 827

View this publication at Norwegian Research Information Repository