PCA on GPU! Does anybody know the PCA on GPU?

Accelerated Computing CUDA CUDA Programming and Performance
1

Hi, folks
I try to implement PCA on GPU, but my precision is bad.
I think it should be implement by others already.
Who can give me any information about it?
Thanks a lot!

2

I knew there is a sampe code for eigenvalue solver in CUDA SDK, but it’s for tridiagonal matrix.

3

PCA is usually pretty general, but there are GPU-accelerated SVD and Eigenvalue routines in the CULA Library.

4

Yes, CULA library supports SVD. But, CULA needs to be invoked on host. If the data is already on GPU, CULA can’t be invoked on GPU directly.

5

Sure it can! There is both a host interface (data on the GPU) and device interface (data on the GPU).

6

Thanks so much! I find this function

culaStatus culaDeviceSgesvd(char jobu, char jobvt, int m, int n, culaDeviceFloat* a, int lda, culaDeviceFloat* s, culaDeviceFloat* u, int ldu, culaDeviceFloat* vt, int ldvt);

7

Which are the functions in CULA which can resolve PCA?

8

Which are the functions in CULA which can resolve PCA?