What algorithm does matlab use when solving linear system A\b on GPU?
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According to the document, on CPU a non-special linear system is solved by LU decomposition. I wonder what algorithm does matlab use when solve it on GPU? How about the performance on GPU? I have done some test using random matrix, and the time difference on these hardwares is not obvious.
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Joss Knight
2021-8-14
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The same as for the CPU, MATLAB uses LU with pivoting for general square matrices and QR for general rectangular matrices. Performance depends considerably on the type of device. Most people have GPUs that are only optimized for single precision computation, so you should create single precision inputs to test performance.
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