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?