Abstract
Accelerating applications with Graphics Processing Units (GPUs) is stimulating ongoing interest in diverse fields within science and engineering. The Compute Unified Data Architecture (CUDA) paradigm introduced by Nvidia in 2007 is arguably the most significant driver in the uptake of GPUs for general purpose computation. However, a large array of entry points to GPU acceleration also exists in the form of libraries, explicit applications, as well as compiler directives. An important computational task for many applications is matrix decomposition; this chapter presents new CUDA implementations of key algorithms, specifically LU and QR matrix decomposition for batches of small, dense matrices.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Bindel, D., Demmel, J., Kahan, W., Marques, O.: On computing givens rotations reliably and efficiently. ACM Trans. Math. Softw. 28(2), 206–238 (2002)
Cosnard, M., Robert, Y.: Complexity of parallel QR factorization. J. Assoc. Comput. Machinery 33, 712–723 (1986)
Golub, G.H.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)
Lucente, E., Monorchio, A., Mittra, R.: An iteration-free MoM approach based on excitation independent characteristic basis functions for solving large multiscale electromagnetic scattering problems. IEEE Trans. Antennas Propag. 56(4), 999–1007 (2008)
Press, W.H., Flannery, B.P., Teukolsky, S.A., Vetterling, W.T.: Numerical Recipes in C: The Art of Scientific Computing, 2nd edn. Cambridge University Press, Cambridge (1993)
Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)
Sameh, A.H., Kuck, D.J.: On stable parallel linear system solvers. J. Assoc. Comput. Machinery 25, 81–91 (1978)
Seward, J., Nethercote, N., Weidendorfer, J.: Valgrind 3.3: Advanced Debugging and Profiling for GNU/Linux Applications. Network Theory Ltd., Bristol (2008)
Sreejith, G.J., Jolad, S., Sen, D., Jain, J.K.: Microscopic study of the \(\frac{2} {5}\) fractional quantum Hall edge. Phys. Rev. B 84, 245104 (2011)
Sreejith, G.J., Toke, C., Wójs, A., Jain, J.K.: Bipartite composite fermion states. Phys. Rev. Lett. 107, 086806 (2011)
Acknowledgements
The authors would like to thank Muhammed Kabiru Hassan and Sreejith Ganesh Jaya for bringing applications to their attention that benefit from the routines detailed here. The authors are also very grateful to reviewers from Nvidia for their comments and improvements to the manuscript.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Appendices
Appendix 1
Appendix 2
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Brouwer, W.J., Taunay, PY. (2014). Efficient Batch LU and QR Decomposition on GPU. In: Kindratenko, V. (eds) Numerical Computations with GPUs. Springer, Cham. https://doi.org/10.1007/978-3-319-06548-9_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-06548-9_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-06547-2
Online ISBN: 978-3-319-06548-9
eBook Packages: Computer ScienceComputer Science (R0)