Solving general sparse linear systems with LU factorization and graph coloring

The fast solution of sparse linear systems is a very critical problem in many applications. As of November 2015, the cuSPARSE library offers routines for the solution of sparse linear systems based on LU decomposition, in particular cusparse<t>csrilu02 and cusparse<t>csrsv2_solve Furthermore, cuSPARSE offers the cusparse<t>csrcolor which implements graph coloring. The use of graph coloring for incomplete LU-factorization is described in Graph Coloring: More Paral...
More

Solving tridiagonal linear systems in CUDA

Tridiagonal linear systems can be easily solved in the framework of the cuSPARSE library by aid of the function: cusparse<t>gtsv() cuSPARSE also provides cusparse<t>gtsv_nopivot() which, at variance with the first mentioned routine, does not perform pivoting. Both the above functions solve the same linear system with multiple right hand sides. A batched routine cusparse<t>gtsvStridedBatch() also exists which solves multiple linear systems. For all the above routi...
More

Solving General Sparse Linear Systems in CUDA

One possibility to solve general sparse linear systems in CUDA is using cuSOLVER. CuSOLVER has three useful routines: 1. cusolverSpDcsrlsvlu, which works for square linear systems (number of unknowns equal to the number of equations) and internally uses sparse LU factorization with partial pivoting; 2. cusolverSpDcsrlsvqr, which works for square linear systems (number of unknowns equal to the number of equations) and internally uses sparse QR factorization; 3. cusolverSpDcsrlsqvqr, w...
More