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| Content Provider | Society for Industrial and Applied Mathematics (SIAM) |
|---|---|
| Author | Bosner, Nela Karlsson, Lars |
| Copyright Year | 2017 |
| Abstract | The $m$--Hessenberg--triangular-triangular (mHTT) reduction is a simultaneous orthogonal reduction of three matrices to condensed form. It has applications, for example, in solving shifted linear systems arising in various control theory problems. A new heterogeneous CPU/GPU implementation of the mHTT reduction is presented and evaluated against an existing CPU implementation. The algorithm offloads the compute-intensive matrix--matrix multiplications to the GPU and keeps the inner loop, which is memory intensive and has a complicated control flow, on the CPU. Experiments demonstrate that the heterogeneous implementation can be superior to the existing CPU implementation on a system with $2 \times 8$ CPU cores and one GPU. Future development should focus on improving the scalability of the CPU computations. |
| Sponsorship | Croatian Science Foundation |
| Starting Page | C29 |
| Ending Page | C47 |
| Page Count | 19 |
| File Format | |
| ISSN | 10648275 |
| DOI | 10.1137/15M1047349 |
| e-ISSN | 10957197 |
| Issue Number | 1 |
| Volume Number | 39 |
| Language | English |
| Publisher | Society for Industrial and Applied Mathematics |
| Publisher Date | 2017-01-12 |
| Access Restriction | Subscribed |
| Subject Keyword | solving shifted linear systems Computational methods Canonical forms, reductions, classification Complexity and performance of numerical algorithms Direct methods for linear systems and matrix inversion Transformations Linear equations Canonical structure Givens rotations heterogeneous CPU/GPU implementation Parallel algorithms $m$-Hessenberg--triangular--triangular form |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Computational Mathematics |
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