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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/article/Conference paper

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

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