High performance matrix inversion of SPD matrices on graphics processors
Peter Benner, Pablo Ezzatti, Enrique S. Quintana–Ort́ı, Alfredo Remón · 2011
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.