Backslash operator on GPU

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Francesco on 26 Nov 2013
Commented: Francesco on 27 Nov 2013
I need to perform a backslash operation (A \ B = x) to solve Ax = B.
The A matrix has 10^4 - 10^6 D.O.F, so a square matrix of 10^6 x 10^6. It is very sparse, with approx. 21 non-zero entries per row.
Because of its sparseness, I can reach very large matrices on the CPU, by using the sparse() form. However, when I try to use the \ operator on gpuArrays, it says that I cannot have a sparse matrix as a gpuArray variable. This therefore limits me on the card to about ~8000x8000 square matrix.
The increase in performance on the GPU is substantial, above >1000x1000 square matrix, and is absolutely necessary for 10^6 x 10^6 matrices.
Is there any way I can input sparse matrices on the GPU? Any other way of accelerating such a computation? Any suggestions?

Answers (1)

Edric Ellis
Edric Ellis on 27 Nov 2013
Unfortunately, as you have discovered, there is currently no support for sparse gpuArrays, and no straightforward workaround.
  1 Comment
Francesco on 27 Nov 2013
Would writing a CUDA native program using cuSPARSE to solve the equation work? Would the input of that kernel when called by matlab have to consist of full or sparse matrices?
I could perhaps pre-process on Matlab the full matrix into a more compact form required by cuSPARSE but still make it "look" like a full matrix when I pass it to the cuda kernel, if that makes sense?
Thank you,

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