We've 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 1,000x+ 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
