inversion of banded matrices

General CULA Dense (LAPACK & BLAS) support and troubleshooting. Use this forum if you are having a general problem or have encountered a bug.

inversion of banded matrices

Postby leejc » Tue Jun 29, 2010 12:16 pm

Is there in CULA the equivalent of zgbtrf and zgbtrs i.e., the LU factorization and the inversion of a banded matrix?

These two LAPACK subroutines are import for those of us who deal with partial differential equations as most discretizion scheme on a differential operator will generated a banded matrix which needs to be inverted. The LAPACK calls in the family of _gbtrf and _gbtrs perform these tasks. I am aware that I can use the scaLAPACK for exactly this but I am interested in using the GPU for this to see if I can get some performance gain.
leejc
 
Posts: 3
Joined: Tue Jun 29, 2010 12:05 pm

Re: inversion of banded matrices

Postby john » Tue Jun 29, 2010 3:12 pm

Hello,
We do not currently have these routines in CULA, but they are on our roadmap for a later release.

As a point of reference, could you tell me some of the traits of the matrices that you would like to solve with CULA? Specifically, the parameters to gbtrf - M, N, KL, KU??
john
Administrator
 
Posts: 587
Joined: Thu Jul 23, 2009 2:31 pm

Re: inversion of banded matrices

Postby leejc » Tue Jun 29, 2010 4:29 pm

M=N=20,000-100,000
KL,KU ~500-3000

Could you give me a time frame when these banded matrix subroutines will be available?
leejc
 
Posts: 3
Joined: Tue Jun 29, 2010 12:05 pm

Re: inversion of banded matrices

Postby kyle » Tue Jul 06, 2010 12:13 pm

We don't have an immediate time frame, but the majority of our efforts are now focused on sparse routines, banded solvers, and further Fermi tuning for our existing dense routines.
kyle
Administrator
 
Posts: 301
Joined: Fri Jun 12, 2009 7:47 pm

Re: inversion of banded matrices

Postby kyle » Fri Aug 13, 2010 12:25 pm

To update on this post: we've made some great progress on our "wide band" solvers. For banded problems where the bandwidth is large (over 1k) there are speed-ups similar to that of the general solver. The wide band solvers will be available in the next feature release of CULA which should be available in early September.

We are also working on a "thin band" solver that will utilize a different class of algorithms to achieve parallelism. This solver is still a couple of releases away.
kyle
Administrator
 
Posts: 301
Joined: Fri Jun 12, 2009 7:47 pm

Re: inversion of banded matrices

Postby henrikandresen » Mon Sep 20, 2010 6:19 am

Hi

This functionality would be very interesting to me as well. Is the new version close to a release since I can't find the function in the current release.

Cheers

Henrik Andresen
henrikandresen
 
Posts: 3
Joined: Mon Sep 20, 2010 6:10 am

Re: inversion of banded matrices

Postby john » Tue Oct 05, 2010 8:18 am

There is no routine for banded inversion, but banded solvers will be present in CULA 2.2, out soon.
john
Administrator
 
Posts: 587
Joined: Thu Jul 23, 2009 2:31 pm


Return to CULA Dense Support

Who is online

Users browsing this forum: No registered users and 2 guests

cron