MatrixEnsembles.jl

Sampling random matrices on the GPU

We have introduced an experimental implementation of sampling of random matrices and random quantum objects on the GPU. In order to use this feature, the CUDA package is required. To import MatrixEnsembles with GPU support use

using CUDA, MatrixEnsembles

In order to sample use the curand method on a distribuiotn. For instance

julia> c = CUE(4096)
CircularEnsemble{2}(4096, GinibreEnsemble{2}(4096, 4096))

julia> @time rand(c);
 10.452419 seconds (8.22 k allocations: 2.005 GiB, 2.18% gc time)

julia> @time MatrixEnsembles.curand(c);
  0.459959 seconds (624.79 k allocations: 21.493 MiB)

Please report any bugs/problems and feature requests.