Title :
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
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;
Conference_Titel :
High Performance Computing and Simulation (HPCS), 2011 International Conference on
Conference_Location :
Istanbul
Print_ISBN :
978-1-61284-380-3
DOI :
10.1109/HPCSim.2011.5999887
