Calculate lsqr of two arrays on GPU

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Mantas Vaitonis
Mantas Vaitonis 2018-7-19
回答： Joss Knight 2018-7-21
Hello,
Is there way to calculate lsqr of two arrays, I mean for each columns of arrays respectively. If a (NxM) and b(NxM) are gpuArrays then:
c=lsqr(a(:,1),b(:,1));
This works with no problem. Is there a way to do it on whole arrays? I know that it could be done with for loops, but it becomes bottleneck in my code.

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Joss Knight
Joss Knight 2018-7-21
The least squares solution to a system of linear equations of one variable is pretty simple to work out, so you shouldn't really need any fancy linear algebra. I haven't actually checked this in MATLAB, but by my reckoning all you need is
c = sum(a .* b) ./ sum(a .* a);

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