I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.
Tuesday, January 4, 2011
Magma: lapack for GPU’s
More mainstream libraries are now becoming available for GPUs. I suspect this is mostly interesting for dense linear algebra.
I agree on this one. I was trying out a few things and it looks like the overhead of transferring data to GPU often trumps the speed of things done in GPU. One place where GPU computation has been effectively used is in solving optimization problems arising in SVM's. One of Prof. Wright's student has done some work. See here: http://pages.cs.wisc.edu/~sklee/
I agree on this one. I was trying out a few things and it looks like the overhead of transferring data to GPU often trumps the speed of things done in GPU.
ReplyDeleteOne place where GPU computation has been effectively used is in solving optimization problems arising in SVM's. One of Prof. Wright's student has done some work. See here: http://pages.cs.wisc.edu/~sklee/