Incomplete-lu and Cholesky Preconditioned Iterative Methods Using Cusparse and Cublas
ثبت نشده
چکیده
منابع مشابه
Parallel Incomplete-LU and Cholesky Factorization in the Preconditioned Iterative Methods on the GPU
A novel algorithm for computing the incomplete-LU and Cholesky factorization with 0 fill-in on a graphics processing unit (GPU) is proposed. It implements the incomplete factorization of the given matrix in two phases. First, the symbolic analysis phase builds a dependency graph based on the matrix sparsity pattern and groups the independent rows into levels. Second, the numerical factorization...
متن کاملA Parallel Preconditioned Conjugate Gradient Package for Solving Sparse Linear Systems on a Cray Y-mp *
In this paper we discuss current activities at Cray Research to develop general-purpose, production-quality software for the eecient solution of sparse linear systems. In particular, we discuss our development of a package of iterative methods that includes Conjugate Gradient and related methods (GMRES, ORTHOMIN and others) along with several preconditioners (incomplete Cholesky and LU factoriz...
متن کاملParallel multilevel iterative linear solvers with unstructured adaptive grids for simulations in earth science
In many large-scale scientific simulation codes, the majority of computation is devoted to linear solvers. Preconditioned Krylov iterative solver such as conjugate gradient method with incomplete Cholesky factorization preconditioning (ICCG) provides robust convergence for a wide range of scientific applications. Incomplete Cholesky (IC) and incomplete LU (ILU) factorizations involve globally d...
متن کاملParallel Solution of Sparse Triangular Linear Systems in the Preconditioned Iterative Methods on the GPU
A novel algorithm for solving in parallel a sparse triangular linear system on a graphical processing unit is proposed. It implements the solution of the triangular system in two phases. First, the analysis phase builds a dependency graph based on the matrix sparsity pattern and groups the independent rows into levels. Second, the solve phase obtains the full solution by iterating sequentially ...
متن کاملAlgoritmos de Newton-Krylov precondicionados para métodos de pontos interiores
Interior point methods have been widely used to solve large-scale linear programming problems. The bulk of the work in these methods is computing the search direction by solving one or more linear systems. The most commom approach in interior point solvers uses Cholesky sparse factorization to solve these systems. In some problems this factorization becomes prohibitive due to storage and time l...
متن کامل