Implementing batched mldivide on the GPU
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Hi, I need to solve A*x=B for size(A)~[10,10,1e5] and size(B)~[10,1,1e5], and it seems like something like pagefun would be the way to do it: except that mldivide is not an option. I understand that cuBLAS has had the ability to run batch LU decompositions for some time and the newer cublas also seems to have a batched solver.
Is there a reasonably simple way to implement this in MATLAB (preferably R2013b or earlier)?
Thanks
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Accepted Answer
Edric Ellis
on 19 Mar 2014
Unfortunately, as you have found PAGEFUN does not yet support batched MLDIVIDE. You might be able to use the GPU Mex interface to call CUBLAS yourself.
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Adam
on 29 Apr 2014
Just chiming in: I also have a need for a pagefun 'mldivide'. If someone has done the MEX implementation already, please link. It would be greatly appreciated.
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