The Graphics Processor as a Mathematical Coprocessor in MATLAB

We present an interface to the graphics processing unit (GPU) from MATLAB, and four algorithms from numerical linear algebra available through this interface; matrix-matrix multiplication, Gauss-Jordan elimination, PLU factorization, and tridiagonal Gaussian elimination. In addition to being a high level abstraction to the GPU, the interface offers background processing, enabling computations to be executed on the CPU simultaneously. The algorithms are shown to be up-to 31 times faster than highly optimized CPU code. The algorithms have only been tested on single precision hardware, but will easily run on new double precision hardware.