using eig to find the eigenvalues and eigenvectors of a large matrix on GPU

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Qiu Xu
Qiu Xu on 23 Oct 2021
Commented: Matt J on 26 Oct 2021
I have matrix A with 7936*7936 dimensions. I use eig to find its eigenvalues and eigenvectors, the command is [vect,eigen]=eig(A). But if I perform this calculations on GPU, it is more slower than cpu. My code on GPU is as follows
I do not know why is this calculations on GPU is so slowly? Are there some other good methods to accelerate the eig on GPU?
Thanks very much!
Qiu Xu
Qiu Xu on 23 Oct 2021
Thanks for your reply. I have tested for swithc the matrix to single, but is also very slowly, it looks like the GPU does not work, and the calclulation is still performed on CPU.

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Accepted Answer

Matt J
Matt J on 23 Oct 2021
Edited: Matt J on 23 Oct 2021
It might be a question of your hardware. On the GTX 1050 in R2020b, I see only about a 10% speed-up in double precision and about 50% in single-precision. On the GTX 1080 Ti in R2020a, I see a factor of 2 speed-up at both precisions.
Elapsed time is 9.484250 seconds.
Elapsed time is 5.183906 seconds.

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