How to run a custom function to gpu?

Hi everyone,

I want to run a custom function in matlab. Actually, in this example is the gctest function from matlab, but I wonder how I can do this with any function.

Suppose that I have an nxm matrix ret, then I want to run the gctest of the first column against the remaining columns.

The code that I use is the following:

ret = gpuArray(ret);    
arrayfun( @(i) gctest( ret(:,1), ret(:,i)), sample, 'UniformOutput', true);

but I get the following error:

The following error occurred converting from gpuArray to double: Conversion to double from gpuArray is not possible.
Error in varm/estimate (line 403) Z(:,iColumns) = kron(Y(t-i,:),I);
Error in gctest (line 204) [EstMdl,~,~,~,Sigma] = estimate(Mdl,Data);

So, if I understand correct matlab tries to convert ret back to double.

Any ideas how to solve this?

Thank you in advance.

Answer 1

[Joss Knight]

I guess the basic problem is that the gctest function doesn't support gpuArray data. You could try taking a copy of it and fixing the issues it has with that support. In this case, the LHS of the assignment, Z, needs to be a gpuArray for that statement to work.