GPU based linear algebra libraries

The linear algebra war is heating up! There are a handful of excellent linear algebra libraries with GPU backend and it exciting to see the different APIs and their capabilities.

Linear algebra libraries

First of all there are several excellent libraries for doing linear algebra in GPUs

1. cuBlas
2. clBlas
3. Magma
4. Vienna-CL

I haven’t seen a performance comparison of these libraries yet.

Other vector libraries

Some other important vector libraries are below

1. BoostCompute
2. Thrust
3. Hsa-Bolt
4. ArrayFire