Parallel looped interp1 on GPU
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D. Plotnick
on 18 Mar 2016
Commented: Harun Cetinkaya
on 11 Jun 2018
I have a set of data where I am interpolating each row onto a different 2-D grid using interp1. I have been using gpuArray to run interp1 using a for loop (which gives me good speed), but since this is a series of independent parallel computations I was hoping for a way to parallelize the operation on the GPU.
I am including a minimum working example. The idea is to remove the for loop and run the interp1 calculations in parallel. Note that the actual datasets will be much larger, so yes the for loop would be great to toss.
%%InterpLoop MWE
Data = gpuArray(rand(100,1000));
x = 1:1000;
y = 1:100;
[X,Y] = meshgrid(x,y);
Xq = X-Y;
imagesc(Xq);
Vqs= cell(100,1);
x = gpuArray(x);
Xq = gpuArray(Xq);
for ii = 1:100
Vqs{ii} = interp1(x,Data(ii,:),Xq+x(ii),'linear',0);
end
Note also that storing the interpolated data in a cell array is also optional. The goal is parallel gpu loop over interp1 operations from 1-D to 2-D grid where the grid varies.
Side question, if somebody knows of an interp1 fast code that will do spline interpolation on the GPU I would love to know about it, interp1 only supports linear and nearest on gpuArray.
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Accepted Answer
Joss Knight
on 21 Mar 2016
The best way to parallelize multiple 1D interpolations is to use 2D interpolation, and just set the Y interp point to (1:M)', i.e:
Vqs = interp2(x, Data, Xq+x, (1:100)', 'linear', 0);
4 Comments
Harun Cetinkaya
on 11 Jun 2018
Hi Joss Knight,
I have tried to use your code for interpolation issue (interp2). I simply took the same code as you wrote here... Unfortunately it does not work on my computer... But there is an error given as 'The input arguments are invalid. For supported syntaxes, see help gpuArray.interp2'.
I could not understand why it does not work...
thank you in advance for your interest...
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