@MISC\{IMM2012-06445, author = "A. F. Mieritz", title = "GPU-Acceleration of Linear Algebra using OpenCL", year = "2012", publisher = "Technical University of Denmark, {DTU} Informatics, {E-}mail: reception@imm.dtu.dk", address = "Asmussens Alle, Building 305, {DK-}2800 Kgs. Lyngby, Denmark", note = "{DTU} supervisors: Allan Ensig-Peter Karup, apek@imm.dtu.dk, Bernd Dammann, bd@imm.dtu.dk, {DTU} Informatics", url = "http://www.imm.dtu.dk/English.aspx", abstract = "In this report we’ve created a linear algebra {API} using OpenCL, for use with {MATLAB}. We’ve demonstrated that the individual linear algebra components can be faster when using the {GPU} as compared to the {CPU}. We found that the {API} is heavily memory bound, but still faster than {MATLAB} in our testcase. The {API} components were autotuned to obtain higher performance, though the components were still bound by memory transfer rates. {MEX} was used for the bindings from the {API} to {MATLAB}. The {API} was since used for modelling the poisson problem, and was able to solve the problem. We saw in this problem that we could create more specialized components for solving the problem, and obtain faster solving times. The linear algebra components excelled at rapid prototyping, being almost as easy to write as {MATLAB} code, and {MATLAB} code could be mostly replaced line by line with code from the {API}. The experiences from the poisson problem was taken on to the wave equation in 2d, and we observed the same trends." }