Can I run eigs on a GPU?

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Lee Hively
Lee Hively 2020-8-9
编辑： Michael Kleder 2022-11-12
I see 'eig' in the list of functions that run on a GPU via the Parallelization toolkit, for which I have a license.
I do not see 'eigs' on this list. Is 'eigs' an omission in the list, or is 'eigs' really not supported for GPU use?
I only need the Fiedler eigenvalue (first non-zero eigenvalue) and the largest eigenvalue of the a large, real, symmetric, 2D matrix.
By large, I mean n=100s-1000s.
This computation takes 90+% of the CPU time for my problem without GPU computation.
Hence, the need for eigs to compute the two eigenvalues that I need.

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回答（2 个）

Walter Roberson
Walter Roberson 2020-8-9
编辑：Walter Roberson 2020-8-9
eigs really is not supported. https://www.mathworks.com/matlabcentral/answers/572377-accelerate-eigs-with-gpu#answer_472900
Michael Kleder
Michael Kleder 2022-11-12
编辑：Michael Kleder 2022-11-12
If it helps, matrix-vector multiplication is supported on a GPU and the first eigenpair can be determined pretty quickly by iteration. (cf https://courses.engr.illinois.edu/bioe298b/sp2018/Course%20Notes%20(Text)/Chapter09.pdf ) For example:
n=7000;C=gpuArray(randn(n));evec=gpuArray(ones(size(C,1),1));
tic;for n=1:1000;evec=C*evec;evec=evec./sqrt(sum(evec.^2));end;evalu=evec\(C*evec);toc

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