GPU Linear algebra extensions for GNU/Octave

Abstract

Octave is one of the most widely used open source tools for numerical analysis and liner algebra. Our project aims to improve Octave by introducing support for GPU computing in order to speed up some linear algebra operations. The core of our work is a C library that executes some BLAS operations concerning vector- vector, vector matrix and matrix-matrix functions on the GPU. OpenCL functions are used to program GPU kernels, which are bound within the GNU/octave framework. We report the project implementation design and some preliminary results about performance.