Fast GPU Implementation for the Solution of Tridiagonal Matrix Systems
김영희, Sung-Kee Lee · Jeongbo gwahaghoe nonmunji. si'seu'tem mich i'lon · 2005
With the improvement of computer hardware, GPUs(Graphics Processor Units) have tremendous memory bandwidth and computation power. This leads GPUs to use in general purpose computation. Especially, GPU implementation of compute-intensive physics based simulations is actively studied. In the solution of differential equations which are base of physics simulations, tridiagonal matrix systems occur repeatedly by finite-difference approximation. From the point of view of physics based simulations, fast solution of tridiagonal matrix system is important research field. We propose a fast GPU implementation for the solution of tridiagonal matrix systems. In this paper, we implement the cyclic reduction(also known as odd-even reduction) algorithm which is a popular choice for vector processors. We obtained a considerable performance improvement for solving tridiagonal matrix systems over Thomas method and conjugate gradient method. Thomas method is well known as a method for solving tridiagonal matrix systems on CPU and conjugate gradient method has shown good results on GPU. We experimented our proposed method by applying it to heat conduction, advection-diffusion, and shallow water simulations. The results of these simulations have shown a remarkable performance of over 35 frame-per-second on the 1024x1024 grid.