PyCUDACov - A PyCuda Covariance Matrix Parallel Implementation
Usage and Installation
Requires CUDA enviroment, nvcc > 8.
from sklearn.datasets import make_blobs
from sklearn.preprocessing import StandardScaler
from pandas import DataFrame
import numpy as np
from pycudacov import get_cov
# Generate test dataset
rows, cols = 16384, 1024 # samples, features
X, y = make_blobs(n_samples = rows, centers = 2, n_features = cols)
X_std = StandardScaler().fit_transform(X) # Optional
df = DataFrame(X_std)
df = df.astype(np.float32)
# Call to PyCUDA Kernel
covariance_matrix = get_cov(df.values)
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