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Calculate lsqr of two arrays on GPU

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Is there way to calculate lsqr of two arrays, I mean for each columns of arrays respectively. If a (NxM) and b(NxM) are gpuArrays then:
This works with no problem. Is there a way to do it on whole arrays? I know that it could be done with for loops, but it becomes bottleneck in my code.


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Accepted Answer

Joss Knight
Joss Knight on 21 Jul 2018
The least squares solution to a system of linear equations of one variable is pretty simple to work out, so you shouldn't really need any fancy linear algebra. I haven't actually checked this in MATLAB, but by my reckoning all you need is
c = sum(a .* b) ./ sum(a .* a);


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