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Using graphics processors to accelerate the computation of the matrix inverse

P. Ezzatti, E. Quintana-Orti, A. Remon
Centro de Calculo – Instituto de Computacion, Universidad de la Republica, 11.300 Montevideo, Uruguay
The Journal of Supercomputing (14 April 2011), pp. 1-9

@article{ezzattiusing,

   title={Using graphics processors to accelerate the computation of the matrix inverse},

   author={Ezzatti, P. and Quintana-Ort{‘i}, ES and Rem{‘o}n, A.},

   journal={The Journal of Supercomputing},

   pages={1–9},

   issn={0920-8542},

   publisher={Springer}

}

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We study the use of massively parallel architectures for computing a matrix inverse. Two different algorithms are reviewed, the traditional approach based on Gaussian elimination and the Gauss-Jordan elimination alternative, and several high performance implementations are presented and evaluated. The target architecture is a current general-purpose multicore processor (CPU) connected to a graphics processor (GPU). Numerical experiments show the efficiency attained by the proposed implementations and how the computation of large-scale inverses, which only a few years ago would have required a distributed-memory cluster, take only a few minutes on a hybrid architecture formed by a multicore CPU and a GPU.
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