How to parallelize many small SVD's on a GPU

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Tim
Tim 2021-12-8
评论： Tim 2021-12-18
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 2021-12-9
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 2021-12-18
gpuArray/pagesvd coming next year, watch this space...

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Matt J
Matt J 2021-12-9
编辑：Matt J 2021-12-9
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:
https://www.mathworks.com/help/parallel-computing/pagefun.html#mw_df48aa75-069c-4420-b3b2-933cd686b577

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