Stretching Jacobi: Two-Stage Pivoting in Block-Based Factorization
Daniel Thuerck · 2019
Solving numerically tough matrices often requires full pivoting and aggressive iterative refinement even with modern direct solvers. Iterative solvers and preconditioners, preferred in parallel computing often cannot keep up, especially novel, massively-parallel fixed-point methods. We show that even for tough, indefinite matrices, these methods can be an alternative by (a) using a blocked version and (b) introducing a data structure an algorithms for two level, global pivoting. Our approach allows register-based pivoting for high performance, batched CUDA kernels and, for the first time on GPUs, also flexible permutations on the block level. Our experiments show that these modifications help to mitigate the irregular computation stemming from pivoting. Our implementation generates fixed-point style preconditioners that can keep up with traditional, more accurate and static preconditioners - even for tough, indefinite systems.