c++ - Solving eigen on GPU - CUDA

Question

I recently write a C++ program using eigen. But I found that my poor CPI cannot handle the large computation load. I estimate it demands at least a day of computation and I am short of time, especially since I may need debugging time too. I'm considering using GPU acceleration, but I don't know how to adapt my code for CUDA (or some other platforms, but I prefer CUDA).

Are there any convenient methods to apply GPU acceleration on eigen program?

Answer 1

cuSolver is a linar algebra library by NVIDIA. It provides fast and efficient eigen solver among tons of other linear algebra facilities. You might also want to take a look at the SDK examples (7_Libraries).

Here's the link to the documentation.

Other useful libraries are

• MAGMA - https://developer.nvidia.com/magma
• CULA - http://www.culatools.com/