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OpenCL™ is the first open, royalty-free standard for cross-platform, parallel programming of modern processors found in personal computers, servers and handheld/embedded devices. OpenCL (Open Computing Language) greatly improves speed and responsiveness for a wide spectrum of applications in numerous market categories from gaming and entertainment to scientific and medical software.

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Sparse generalized eigensolver using OpenCL

One possibility is to use a combination of ARPACK and ViennaCL: ARPACK is an eigensolver. It works with a callback interface (you supply a function that computes $Ax$ for a given $x$ and it computes …
Daniel Shapero's user avatar