More mainstream libraries are now becoming available for GPUs. I suspect this is mostly interesting for dense linear algebra.
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About Me
- Erwin Kalvelagen
- I am running a small consultancy specializing in helping implementing mathematical programming models.
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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/