Abstract
This thesis delves into the field of general purpose computation on graphics
processing units (GPGPU). A MATLAB interface for solving numerical
linear algebra on the graphics processing unit (GPU), and three algorithms
from numerical linear algebra are presented. The algorithms are shown to
be faster than the highly efficient ATLAS implementations used in MATLAB.
In addition, the interface allows background processing on the GPU,
enabling it to be used as a mathematical coprocessor. The computations are
shown to be sufficiently accurate, and solving the shallow water equations
implicitly is shown where both the CPU and the GPU are both utilized for
maximumperformance. A comparison of the interface and other high-level
languages for GPGPU is also presented.