high performance computing on graphics processing units: hgpu.org

This paper presents the design and implementation of several fundamental dense linear algebra (DLA) algorithms in OpenCL. In particular, these are linear system solvers and eigenvalue problem solvers. Further, we give an overview of the clMAGMA library, an open source, high performance OpenCL library that incorporates the developments presented, and in general provides to heterogeneous architectures the DLA functionality of the popular LAPACK library. The LAPACK-compliance and use of OpenCL simplify the use of clMAGMA in applications, while providing them with portably performant DLA. High performance is obtained through use of the high-performance OpenCL BLAS, hardware and OpenCL-specific tuning, and a hybridization methodology where we split the algorithm into computational tasks of various granularities. Execution of those tasks is properly scheduled over the heterogeneous hardware components by minimizing data movements and mapping algorithmic requirements to the architectural strengths of the various heterogeneous hardware components.