In MATLAB (2013b/2014a) I am making use of the Neural Network Toolbox. There there is provision for making use of a GPU to train and simulate a neural network.
Looking through the help (see link supplied), however, there appears to be a caveat, associated with using the levenberg marquardt training method (denoted trainlm within MATLAB). I have put the caveat in quotes as extracted from the help file:
"If the network has the default training function trainlm, you see a warning that GPU calculations do not support Jacobian training, only gradient training. "
I would like to persist with trainlm and so this leads me to ask, can GPU calculations be made to support