Implementing batched mldivide on the GPU

2014 3 19
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更新时间：2014 12 10
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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

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Edric Ellis
Edric Ellis 2014-3-19

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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.

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Rodrigo
Rodrigo 2014-3-19
I was hoping I wouldn't have to do this, but I suppose there's no better alternative yet.
Adam
Adam 2014-4-29
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.

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