How to calculate k largest eigenvalues ​​on a GPU?

Question

I am working on a parallel algorithm for spectral clustering, for which I need to calculate the K largest values. I use the Jacket plugin for Matlab, but unfortunately it does not support the EIGS function in matlab (it cannot calculate K eigenvalues). Can anyone suggest another tool / library to accomplish this task on the GPU? Or can I do this in a Matlab-enabled GPU?

Answer 1

I can't answer chemeng in the comments list above, but I know a pretty good article about GPU-based QR decomposition: http://users.ece.gatech.edu/~mrichard/Kerr_Campbell_Richards_QRD_on_GPUs.pdf

, svd() ? - .