Can I run eigs on a GPU?
Afficher commentaires plus anciens
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.
Réponses (2)
Walter Roberson
le 9 Août 2020
Modifié(e) : Walter Roberson
le 9 Août 2020
1 vote
eigs really is not supported. https://www.mathworks.com/matlabcentral/answers/572377-accelerate-eigs-with-gpu#answer_472900
Michael Kleder
le 12 Nov 2022
Modifié(e) : Michael Kleder
le 12 Nov 2022
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
Catégories
En savoir plus sur Linear Algebra dans Centre d'aide et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!