In some code we need to get auto vectors and auto values for the generalized eigenvalue problem with symmetric real matrices (Ax=lamba Bx). This code uses DSPGVX from LACPACK. We wanted to speed it up on GPU using a MAGMA function. We asked on this forum and got the answer about this
The size of our matrices (N) goes from 100 to 50000 and even more, related to the number of atoms in a molecule. We observe:
a) for N bigger than 2500 (approx), MAGMA just does not work
b) MAGMA runs always slower than LAPACK sequential
Is this behavior normal and could we overcome it? Can anybody report any reference where anybody working on this similar problems gets a decent speedup?