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A MATLAB Interface to the GPU

This thesis delves into the field of general purpose computation on graphics processing units (GPGPU). A MATLAB interface for solving numerical linear algebra on the graphics processing unit (GPU), and three algorithms from numerical linear algebra are presented. The algorithms are shown to be faster than the highly efficient ATLAS implementations used in MATLAB. In addition, the interface allows background processing on the GPU, enabling it to be used as a mathematical coprocessor. The computations are shown to be sufficiently accurate, and solving the shallow water equations implicitly is shown where both the CPU and the GPU are both utilized for maximum performance. A comparison of the interface and other high-level languages for GPGPU is also presented.