using eig to find the eigenvalues and eigenvectors of a large matrix on GPU
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Hi,
I have matrix A with 7936*7936 dimensions. I use eig to find its eigenvalues and eigenvectors, the command is [vect,eigen]=eig(A). But if I perform this calculations on GPU, it is more slower than cpu. My code on GPU is as follows
A=rand(7936,7936,'gpuArray');
[vect,eigen]=eig(A);
I do not know why is this calculations on GPU is so slowly? Are there some other good methods to accelerate the eig on GPU?
Thanks very much!
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Matt J
2021-10-23
编辑:Matt J
2021-10-23
It might be a question of your hardware. On the GTX 1050 in R2020b, I see only about a 10% speed-up in double precision and about 50% in single-precision. On the GTX 1080 Ti in R2020a, I see a factor of 2 speed-up at both precisions.
gd=gpuDevice;
Ac=rand(2500);
Ag=gpuArray(Ac);
tic;
[vect,eigen]=eig(Ac);
toc;
tic;
[vect,eigen]=eig(Ag);
wait(gd)
toc
Elapsed time is 9.484250 seconds.
Elapsed time is 5.183906 seconds.
7 个评论
Walter Roberson
2021-10-26
If gpuArray(1) returns a value, then MATLAB detected your GPU and an acceptable driver.
You might want to look at gpubench in the Add-On Explorer
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