How to parallelize many small SVD's on a GPU

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Tim
Tim 2021년 12월 8일
댓글: Tim 2021년 12월 18일
I'm computing SVD's of millions of small (e.g. 5 x 10) matrices. It is surprisingly fast as a for-loop on the CPU, however I need the computation to be even faster and would like to know if parallelization can be leveraged on a GPU. SVD doesn't currently appear to be a function supported by pagefun for gpuArray objects. I'm using R2020a and the Parallel Computing toolbox. Thanks

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Christine Tobler
Christine Tobler 2021년 12월 9일
As of R2021b, there is a function pagesvd which is supported on both CPU and distributed arrays. It's not supported for gpuArray as of now.
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Joss Knight
Joss Knight 2021년 12월 18일
gpuArray/pagesvd coming next year, watch this space...
Tim
Tim 2021년 12월 18일
Great news, thank you Joss

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Matt J
Matt J 2021년 12월 9일
편집: Matt J 2021년 12월 9일
SVD doesn't currently appear to be a function supported by pagefun for gpuArray objects
Perhaps not for gpuArrays, but it is supported for distributed arrays:

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