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GPU computing with Kaczmarz’s and other iterative algorithms for linear systems

Joseph M. Elble, Nikolaos V. Sahinidis, Panagiotis Vouzis
University of Illinois Urbana-Champaign, Department of Industrial and Enterprise Systems Engineering, Urbana, IL 61801, United States
Parallel Computing, Volume 36, Issues 5-6, June 2010, Pages 215-231 (17 December 2009)

@article{elble2010gpu,

   title={GPU computing with Kaczmarz’s and other iterative algorithms for linear systems},

   author={Elble, J.M. and Sahinidis, N.V. and Vouzis, P.},

   journal={Parallel Computing},

   volume={36},

   number={5-6},

   pages={215–231},

   issn={0167-8191},

   year={2010},

   publisher={Elsevier}

}

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The graphics processing unit (GPU) is used to solve large linear systems derived from partial differential equations. The differential equations studied are strongly convection-dominated, of various sizes, and common to many fields, including computational fluid dynamics, heat transfer, and structural mechanics. The paper presents comparisons between GPU and CPU implementations of several well-known iterative methods, including Kaczmarz
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