LU for large band matrices

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LU for large band matrices

Postby henrikandresen » Mon Aug 06, 2012 12:50 am

Hi All

I need a solver for a bandmatrix with a band of approx. 1000. There is only 1 solution required, so LU or direct solution are both almost identical in performance.

The tricky part is that the matrix is too large to fit in the memory of a single GPU, so I need some sort of data streaming between the system memory and GPU memory.

Is this something that can be done using CULA?

Best regards

Henrik Andresen
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Re: LU for large band matrices

Postby john » Mon Aug 06, 2012 11:04 am

This might not be an easy fit for CULA. What is the long dimension of the matrix?
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Re: LU for large band matrices

Postby henrikandresen » Mon Aug 06, 2012 11:11 pm

The long dimension will be something in the 10^5 to 10^6.

Cheers

Henrik Andresen
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Re: LU for large band matrices

Postby john » Fri Aug 10, 2012 8:56 am

That's a tricky one since it's just over the size of GPU memory. We tend to call this "out of core" operation, which is unfortunately not something that's slated for the banded solvers any time soon.
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