Algorithm 980: Sparse QR factorization on the GPU

SN Yeralan, TA Davis, WM Sid-Lakhdar… - ACM Transactions on …, 2017 - dl.acm.org
ACM Transactions on Mathematical Software (TOMS), 2017dl.acm.org
Sparse matrix factorization involves a mix of regular and irregular computation, which is a
particular challenge when trying to obtain high-performance on the highly parallel general-
purpose computing cores available on graphics processing units (GPUs). We present a
sparse multifrontal QR factorization method that meets this challenge and is significantly
faster than a highly optimized method on a multicore CPU. Our method factorizes many
frontal matrices in parallel and keeps all the data transmitted between frontal matrices on the …
Sparse matrix factorization involves a mix of regular and irregular computation, which is a particular challenge when trying to obtain high-performance on the highly parallel general-purpose computing cores available on graphics processing units (GPUs). We present a sparse multifrontal QR factorization method that meets this challenge and is significantly faster than a highly optimized method on a multicore CPU. Our method factorizes many frontal matrices in parallel and keeps all the data transmitted between frontal matrices on the GPU. A novel bucket scheduler algorithm extends the communication-avoiding QR factorization for dense matrices by exploiting more parallelism and by exploiting the staircase form present in the frontal matrices of a sparse multifrontal method.
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