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Cholesky Decomposition and Linear Programming on a GPU

Cholesky Decomposition and Linear Programming on a GPU,Jin Hyuk Jung

Cholesky Decomposition and Linear Programming on a GPU   (Citations: 8)
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Rapid evolution of GPUs in performance, architecture, and programmability provides general and scien- tiflc computational potential beyond their primary purpose, graphics processing. In this work we present an e-cient algorithm for solving symmetric and positive deflnite linear systems using the GPU. Using the decomposition algorithm and other basic building blocks for linear algebra on the GPU, we demonstrate a GPU-powered linear program solver based on a Primal-Dual Interior-Point Method.
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