How to parallelize many small SVD's on a GPU

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I'm computing SVD's of millions of small (e.g. 5 x 10) matrices. It is surprisingly fast as a for-loop on the CPU, however I need the computation to be even faster and would like to know if parallelization can be leveraged on a GPU. SVD doesn't currently appear to be a function supported by pagefun for gpuArray objects. I'm using R2020a and the Parallel Computing toolbox. Thanks

Accepted Answer

Christine Tobler
Christine Tobler on 9 Dec 2021
As of R2021b, there is a function pagesvd which is supported on both CPU and distributed arrays. It's not supported for gpuArray as of now.
  7 Comments
Joss Knight
Joss Knight on 18 Dec 2021
gpuArray/pagesvd coming next year, watch this space...

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More Answers (1)

Matt J
Matt J on 9 Dec 2021
Edited: Matt J on 9 Dec 2021
SVD doesn't currently appear to be a function supported by pagefun for gpuArray objects
Perhaps not for gpuArrays, but it is supported for distributed arrays:

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