RT Journal Article
JF 2008 International Conference on Complex, Intelligent and Software Intensive Systems
TI The Graphics Processor as a Mathematical Coprocessor in MATLAB
A1 Andr? Rigland Brodtkorb,
K1 Numerical Linear Algebra
K1 Background Computation
AB 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.
PB IEEE Computer Society, [URL:http://www.computer.org]