Discussion:
Covariance calculation with pycuda
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t***@yahoo.de
2018-03-13 13:48:48 UTC
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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
2018-03-13 18:45:13 UTC
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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
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L
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