Using GPU on blkimpv for a large matrix

Hello guys, I would like to ask a question on arrayfun and GPU.

Suppose i have a large matrix 100 by 100, option prices. I want find the option implied volatility using the matlab built in function blkimpv. It took me ages to finish.

I decieded to use gpu for evaluation as follows.

function ret = test(f_T1, K_T1_T2, lb_T1_T2, expiry_T1_T2, x)

ret = blkimpv(f_T1, K_T1_T2, lb_T1_T2, expiry_T1_T2, x, 1, 1e-6,{'put'});

end

G = gpuArray(Price); ans = arrayfun(@test,f_T1*ones(100,100), K_T1_T2*ones(100,100), lb_T1_T2*ones(100,100), expiry_T1_T2*ones(100,100), G);

However, it fails, saying that blkimpv is not supported by gpuarray. Is there any way to compute the volatility in a quick way? I tried parfor, to evaluate vols row by row. It still took a long time. Thanks.