Implementing batched mldivide on the GPU

1 view (last 30 days)
Hi, I need to solve A*x=B for size(A)~[10,10,1e5] and size(B)~[10,1,1e5], and it seems like something like pagefun would be the way to do it: except that mldivide is not an option. I understand that cuBLAS has had the ability to run batch LU decompositions for some time and the newer cublas also seems to have a batched solver.
Is there a reasonably simple way to implement this in MATLAB (preferably R2013b or earlier)?
Thanks

Accepted Answer

Edric Ellis
Edric Ellis on 19 Mar 2014
Unfortunately, as you have found PAGEFUN does not yet support batched MLDIVIDE. You might be able to use the GPU Mex interface to call CUBLAS yourself.
  2 Comments
Rodrigo
Rodrigo on 19 Mar 2014
I was hoping I wouldn't have to do this, but I suppose there's no better alternative yet.
Adam
Adam on 29 Apr 2014
Just chiming in: I also have a need for a pagefun 'mldivide'. If someone has done the MEX implementation already, please link. It would be greatly appreciated.

Sign in to comment.

More Answers (1)

Edric Ellis
Edric Ellis on 10 Dec 2014
This is now supported in R2014b - see the release notes.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!