high performance computing on graphics processing units: hgpu.org

We propose a method for preconditioner construction and parallel implementations of the Preconditioned Conjugate Gradient algorithm on GPU platforms. The preconditioning matrix is an approximate inverse derived from an algorithm for the iterative improvement of a solution to linear equations. Using a sparse matrix-vector product, our preconditioner is well suited for massively parallel GPU architecture. We present numerical experiments and comparisons with CPU implementations.