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The Graphics Processor as a Mathematical Coprocessor in MATLAB

The Graphics Processor as a Mathematical Coprocessor in MATLAB

Category
Academic chapter/article/Conference paper
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.
Language
English
Author(s)
  • André R. Brodtkorb
Affiliation
  • SINTEF Digital / Mathematics and Cybernetics
Year
Publisher
IEEE
Book
The Second International Conference on Complex, Intelligent and Software Intensive Systems
ISBN
9780769531090
Page(s)
822 - 827