A number of linear algebra functions are supported in the Parallel Computing Toolbox for use in data parallel computations with distributed arrays. These include:
lu, eig, mldivide, mrdivide, chol, svd, qr
You can see the full list of functions that support parallel computation via distributed arrays from the MATLAB command line by typing:
methods distributed
From your question, it appears that you are primarily interested in iterative linear solvers. Is that the case?
