On Tue, Mar 13, 2018 at 9:48 AM,  <torwartwech...@yahoo.de> wrote:
> 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
-- 
L


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