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Rank K Cholesky Up/Down-Dating on the GPU: GpucholmodV0.2

In this note the authors briefly describe the Cholesky modification algorithm for streaming multiprocessor architectures. The implementation is available in C++ with Matlab binding, using CUDA to utilise the Graphics Processing Unit (GPU). Limited speed ups are possible due to the bandwidth bound nature of the problem. Furthermore, a complex dependency pattern must be obeyed, requiring multiple kernels to be launched. Nonetheless, this makes for an interesting problem, and the approach can reduce the computation time by a factor of around 7 for matrices of size 5000 ? 5000 and k = 16, in comparison with the LINPACK suite running on a CPU of comparable vintage.

Provided by: Technical University of Denmark Topic: Data Centers Date Added: Nov 2010 Format: PDF

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