[PyCUDA] Covariance calculation with pycuda

[t***@yahoo.de]

Hello,


I do not have experience in GPU(CUDA) computation.

I googled a lot, but I did not find how to calculate the covariance on the
GPU using pycuda or skcuda.

All I found is the following code snippet

https://github.com/OrangeOwlSolutions/cuBLAS/blob/master/Covariance.cu

Is there a simpler way?


Kind regards,
Till

[Lev E Givon]

Post by t***@yahoo.de
Hello,
I do not have experience in GPU(CUDA) computation.
I googled a lot, but I did not find how to calculate the covariance on the
GPU using pycuda or skcuda.
All I found is the following code snippet
https://github.com/OrangeOwlSolutions/cuBLAS/blob/master/Covariance.cu
Is there a simpler way?
Kind regards,
Till

The arrayfire library provides GPU support and a covariance function
that is accessible via Python bindings. I did encounter issues when
trying to use the bindings recently, however, so YMMV.

https://github.com/arrayfire/arrayfire
https://github.com/arrayfire/arrayfire-python