title: Matrix Inversion GPU MATLAB
body: <p>I'm looking for a way to find the pseudo-inverse of a matrix so it can be done on the GPU.
  SVD/QR are difficult to parallelize and are not supported but MATLAB's GPU, but it seems that LU, though can be run in parallel is not supported by MATLAB's GPU as well. I compared performance and it seems to be slower than running on a single core CPU.</p>
  
  <p>I am looking for a pseudo inverse (or even a regular inverse for square matrices) that I can use. According to Matlab, using mldivide () performs Gauss elimination which is applicable for GPUs.</p>
  
  <p>I tried using A\I but unfortunately it does not run efficiently on GPUs.</p>
  
  <p>Does anyone can direct me to an optimized code for parallel LU or Gaussian elimination?</p>
  
  <p>I heard of the MAGMA package, but it seems a lot of work to install and to compile and I really need this simple thing.</p>
  
  <p>A C++ code is also welcome.</p>
  
  <p>Thanks,
  Gil</p>