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Matlab, CUDA, and GPU Computing (view source)
Revision as of 11:24, 9 July 2018
, 11:24, 9 July 2018no edit summary
Main Project here: [[Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code]]
==Synposis==
On July 2nd of 2018, Chenyu Yang, the original code author of the above main project, requested me to have "an implementation of LP on GPU", and Ed seconded this idea. I henceforth started exploring the possibility of such an endeavor. What is more important, such "an implementation of LP on GPU" should beat our current solver (Gurobi or Matlab's linprog). My conclusion is that we cannot beat performance of Gurobi on solving a single LP, and we should continued to use Gurobi instead of linprog. However, we might be still able to speed up our code by task-parallelising on CPU cores.
==Getting Started==
