High performance matrix inversion of SPD matrices on graphics processors

Author

Benner, Peter ; Quintana-Ortí, Enrique S. ; Ezzatti, Pablo ; Remón, Alfredo

Author_Institution

Max-Planck-Inst. for Dynamics of Complex Tech. Syst., Magdeburg, Germany

fYear

2011

fDate

4-8 July 2011

Firstpage

640

Lastpage

646

Abstract

We introduce high performance codes for the inversion of a symmetric positive definite matrix. Two altemativesare studied and evaluated, the traditional approach based on the Cholesky factorization and the Gauss-Jordan elimination algorithm. Several implementations of the two algorithms are developed on a hybrid architecture equipped with a general purpose multi-core processor and a graphics processor. Numerical experiments show the efficiency attained by the proposed implementations on the target architecture.

Keywords

computer graphic equipment; coprocessors; matrix decomposition; matrix inversion; multiprocessing systems; Cholesky factorization; Gauss-Jordan elimination algorithm; SPD matrices; general purpose multicore processor; graphics processors; high performance matrix inversion; hybrid architecture; symmetric positive definite matrix; Graphics processing unit; Kernel; Memory management; Parallel processing; Symmetric matrices; Matrix inversion; graphics processors; high performance; multi-core processor; symmetric positive definite matrices;

fLanguage

English

Publisher

ieee

Conference_Titel

High Performance Computing and Simulation (HPCS), 2011 International Conference on

Conference_Location

Istanbul

Print_ISBN

978-1-61284-380-3

Type

conf

DOI

10.1109/HPCSim.2011.5999887

Filename

5999887