6905

Incomplete-LU and Cholesky Preconditioned Iterative Methods Using CUSPARSE and CUBLAS

Maxim Naumov
NVIDIA, 2701 San Tomas Expressway, Santa Clara, CA 95050
NVIDIA white paper, 2011

@article{naumov2011incomplete,

   title={Incomplete-LU and Cholesky Preconditioned Iterative Methods Using CUSPARSE and CUBLAS},

   author={Naumov, M.},

   year={2011}

}

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In this white paper we show how to use the CUSPARSE and CUBLAS libraries to achieve a 2x speedup over CPU in the incomplete-LU and Cholesky preconditioned iterative methods. We focus on the Bi-Conjugate Gradient Stabilized and Conjugate Gradient iterative methods, that can be used to solve large sparse nonsymmetric and symmetric positive definite linear systems, respectively. Also, we comment on the parallel sparse triangular solve, which is an essential building block in these algorithms.
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