NVIDIA GPUs Scalability to Solve Multiple (Batch) Tridiagonal Systems Implementation of cuThomasBatch

Abstract

The solving of tridiagonal systems is one of the most computationally expensive parts in many applications, so that multiple studies have explored the use of NVIDIA GPUs to accelerate such computation. However, these studies have mainly focused on using parallel algorithms to compute such systems, which can efficiently exploit the shared memory and are able to saturate the GPUs capacity with a low number of systems, presenting a poor scalability when dealing with a relatively high number of systems. We propose a new implementation (cuThomasBatch) based on the Thomas algorithm. To achieve a good scalability using this approach is necessary to carry out a transformation in the way that the inputs are stored in memory to exploit coalescence (contiguous threads access to contiguous memory locations). The results given in this study proves that the implementation carried out in this work is able to beat the reference code when dealing with a relatively large number of Tridiagonal systems (2,000–256,000), being closed to $3{\times }$ (in double precision) and $4{\times }$ (in single precision) faster using one Kepler NVIDIA GPU.