MATLAB: Integrating ODES on GPU

gpuMATLABodeParallel Computing Toolbox

Hi there: I am having a tough time integrating odes on my GPU in MATLAB. I have tried MATLAB ode solvers which, of course, didn't work. I tried a simple Euler solver to execute through 'arrayfun' which didn't worked either. It looks like a lot of functionality is not yet supported for computation on GPUs. Please help me out if I am not aware of something or if there is an easy way out. I am running MATLAB R2011b on Windows 8. Thanks, Shiv

Best Answer

Higher matlab versions includes more functions, but still too few to solve an ODE or a PDE. Arrayfun is a good tool with unexpected flaws. The best way to implement an ODE solver on GPU with matlab is matlab-with-CUDA. First you write the parallel parts in CUDA (.cu file) and compell out a '.ptx' file using whatever method. Then with the .cu and .ptx file, you can obtain a matlab parallel function. You will get more from the Parallel Computing Toolbox introduction document of matlab.
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