On Tue, Mar 13, 2018 at 9:48 AM, <torwartwechsel(a)yahoo.de> wrote:
I do not have experience in GPU(CUDA) computation.
I googled a lot, but I did not find how to calculate the covariance on the
GPU using pycuda or skcuda.
All I found is the following code snippet
Is there a simpler way?
The arrayfire library provides GPU support and a covariance function
that is accessible via Python bindings. I did encounter issues when
trying to use the bindings recently, however, so YMMV.