I'm working on parallel algorithm for spectral clustering for which I need to calculate K largest eigen values.I'm using Jacket plugin for Matlab but sadly it doesn't support EIGS function in matlab(It is not able to calculate K eigen values in parallel)Can anyone please suggest some other tool/library to do this task on GPU?Or Can I still do this in GPU assisted Matlab?
I can't respond to chemeng in the comment list above, but I know of a pretty good paper on GPU-based QR-decomposition: http://users.ece.gatech.edu/~mrichard/Kerr_Campbell_Richards_QRD_on_GPUs.pdf
Also, does the svd() command work for jacket? The singular values are just the squares of the eigenvalues.