Accelerate eig with GPUs

Question

Niklas 2018-10-16

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/424351-accelerate-eig-with-gpus

评论： Matt J 2019-7-16

Hi all, I need to diagonalize a lot of matrices. The problem is similar to:

A = rand(5000, 5000, 500); %this snipped is just a demo. It is real logic in the program
EVs = zeros(5000, 500);
for idx = 1:500
   EVs(:, idx) = eig(A(:,:,idx));
end

This is fine on CPUs and easily scalable with parfor and MDCS. As eig is faster on GPUs I tried this

A = rand(5000, 5000, 500); %this snipped is just a demo. It is real logic in the program
EVs = zeros(5000, 500, 'gpuArray');
for idx = 1:500
   B = gpuArray(A(:, :, idx));
   EVs(:, idx) = eig(B);
end
EVs = gather(EVs);

This does not lead to a much better performance. Is there a way to get around the gpuArray statement in each loop? Some kind of pagefun with eig would be the solution I guess. (unfortunately, eig is not supported by pagefun)

Best wishes Niklas

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Matt J 2019-7-16

Birk Andreas's comment moved here:

Please Mathworks, implement eig for use with pagefun as soon as possible!!!

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Answer 1

Matt J 2018-10-16

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/424351-accelerate-eig-with-gpus#answer_341737

编辑：Matt J 2018-10-16

在 MATLAB Online 中打开

You need to build A directly on the GPU, for example,

EVs = zeros(5000, 500, 'gpuArray');
A=gpuArray.rand(5000,5000,500);
for idx = 1:500
   B = A(:, :, idx);
   EVs(:, idx) = eig(B);
end
EVs = gather(EVs);

For the case of your real A, you have to examine what operations you are currently using to build A on the host, and which of those operations would not also be available on the GPU.