using eig to find the eigenvalues and eigenvectors of a large matrix on GPU
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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!
Matt J 2021 年 10 月 23 日
編集済み: Matt J 2021 年 10 月 23 日
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.
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