We present an extension of a GPU-based matrix inversion algorithm for distributed memory contexts. Specifically, we implement and evaluate a message-passing variant of the Gauss-Jordan method (GJE) for matrix inversion on a cluster of nodes equipped with GPU hardware accelerators. The experimental evaluation of the proposal shows a significant runtime reduction when compared with both […]

August 18, 2013 by hgpu

In this paper we present a technique which allows us to perform high quality and progressive response surface prediction from multidimensional input samples in an efficient manner. We utilize kriging interpolation to estimate a response surface which minimizes the expectation value and variance of the prediction error. High computational efficiency is achieved by employing parallel […]

July 29, 2013 by hgpu

The goal of this paper is to implement an efficient matrix inversion of symmetric positive-definite matrices on heterogeneous GPU-based systems. The matrix inversion procedure can be split into three stages: computing the Cholesky factorization, inverting the Cholesky factor and calculating the product of the inverted Cholesky factor with its transpose to get the final inverted […]

December 14, 2011 by hgpu

The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for high performance computing. GPUs are capable of an order of magnitude more floating point operations per second as compared to modern central processing units (CPUs), and thus provide a great deal of promise for computationally intensive statistical applications (Brodtkorb et […]

November 26, 2011 by hgpu

In this project several mathematic algorithms are developed to obtain a matrix inversion method – that combines CUDA’s parallel architecture and MATLAB which is actually faster than MATLAB’s built in inverse matrix function. This matrix inversion method is intended to be used for image reconstruction as a faster alternative to iterative methods with a comparable […]

October 28, 2011 by hgpu

The characteristics of modern graphics processing unit (GPU) is programmable, high price / performance ratio and high speed. It has a strong ability to adapt the parallel calculation, Based on this, the article study the general method of GPU calculating and use compute unified device architecture (CUDA) to design new parallel algorithm to accelerate the […]

July 9, 2011 by hgpu

Inversion of large-scale matrices appears in a few scientific applications like model reduction or optimal control. Matrix inversion requires an important computational effort and, therefore, the application of high performance computing techniques and architectures for matrices with dimension in the order of thousands. Following the recent uprise of graphics processors (GPUs), we present and evaluate […]

July 5, 2011 by hgpu

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). […]

April 21, 2011 by hgpu

Dense matrix inversion is a basic procedure in many linear algebra algorithms. A computationally arduous step in most dense matrix inversion methods is the inversion of triangular matrices as produced by factorization methods such as LU decomposition. In this paper, we demonstrate how triangular matrix inversion (TMI) can be accelerated considerably by using commercial Graphics […]

November 26, 2010 by hgpu