We've recently released the beta version of QLA: The Quick Linear Algebra Library.
QLA provides fast linear algebra in MATLAB, requiring only a regular CPU. For a minuscule sacrifice in accuracy, you get a mammoth increase in speed.
* How fast? Speedups over built-in MATLAB functions range from 10x to 1000x+ on benchmarks.
* How easy? Just add a 'q' in front of your normal function calls - e.g., 'qsvd(A)' instead of 'svd(A)'.
* Includes SVD, linear systems, least squares, PCA, and more.
QLA is currently in free public beta. Download and find more details here:
http://massiveanalytics.com
You can also join the QLA discussion here:
http://www.accelereyes.com/forums/viewforum.php?f=15
Enjoy!
Michael Holmes / Massive Analytics
John Melonakos / AccelerEyes
---------- Post added at 12:55 AM ---------- Previous post was at 12:48 AM ----------
For a sense of performance and what the code looks like:
QLA provides fast linear algebra in MATLAB, requiring only a regular CPU. For a minuscule sacrifice in accuracy, you get a mammoth increase in speed.
* How fast? Speedups over built-in MATLAB functions range from 10x to 1000x+ on benchmarks.
* How easy? Just add a 'q' in front of your normal function calls - e.g., 'qsvd(A)' instead of 'svd(A)'.
* Includes SVD, linear systems, least squares, PCA, and more.
QLA is currently in free public beta. Download and find more details here:
http://massiveanalytics.com
You can also join the QLA discussion here:
http://www.accelereyes.com/forums/viewforum.php?f=15
Enjoy!
Michael Holmes / Massive Analytics
John Melonakos / AccelerEyes
---------- Post added at 12:55 AM ---------- Previous post was at 12:48 AM ----------
For a sense of performance and what the code looks like: