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What algorithm does matlab use when solving linear system A\b on GPU?

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jinghao yang
jinghao yang on 13 Aug 2021
Commented: jinghao yang on 16 Aug 2021
According to the document, on CPU a non-special linear system is solved by LU decomposition. I wonder what algorithm does matlab use when solve it on GPU? How about the performance on GPU? I have done some test using random matrix, and the time difference on these hardwares is not obvious.

Accepted Answer

Joss Knight
Joss Knight on 14 Aug 2021
The same as for the CPU, MATLAB uses LU with pivoting for general square matrices and QR for general rectangular matrices. Performance depends considerably on the type of device. Most people have GPUs that are only optimized for single precision computation, so you should create single precision inputs to test performance.

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