I have matrix A with 7936*7936 dimensions. I use eig to find its eigenvalues and eigenvectors, the command is [vect,eigen]=eig(A). But if I perform this calculations on GPU, it is more slower than cpu. My code on GPU is as follows
I do not know why is this calculations on GPU is so slowly? Are there some other good methods to accelerate the eig on GPU?
Thanks very much!