Eigen Value Decomposition on GPU

Accelerated Computing CUDA CUDA Programming and Performance
1

Hey,

Can anyone point me out to available library or source codes that perform Eigen value decomposition of Genaral Non-Symmetric Matrices on the GPU. I would also be interested in source codes that solve general (not sparse) system of linear equations.

Any help would be appreciated.

Thanks,
Sid

2

Cula implements the standard Lapack routines for non-symmetric eigenvalue problems. It also includes the standard Lapack LU, QR and SVD routines that can be used for solving dense linear systems. Unfortunately it is closed source, and to get the double precision linear solvers and any of eigenvalue routines you are interested in, you need to buy a license.

Dongarra’s group are developing MAGMA which currently includes GPU implementations of some of the Lapack linear solvers and Blas level 2 and level 3 functions needed to drive them. No eigenvalue solvers at this stage. They have made some of their source available, although not for their linear solver routines. It is released under a BSD like license.

3

Cula implements the standard Lapack routines for non-symmetric eigenvalue problems. It also includes the standard Lapack LU, QR and SVD routines that can be used for solving dense linear systems. Unfortunately it is closed source, and to get the double precision linear solvers and any of eigenvalue routines you are interested in, you need to buy a license.

Dongarra’s group are developing MAGMA which currently includes GPU implementations of some of the Lapack linear solvers and Blas level 2 and level 3 functions needed to drive them. No eigenvalue solvers at this stage. They have made some of their source available, although not for their linear solver routines. It is released under a BSD like license.

4

I did come across CULA and MAGMA. But as you said, the functions I need are not available in the CULA BASIC free version. Although MAGMA does have solvers for dense linear systems, they are available only for REAL data and not COMPLEX data. And I am particularly interested in these functions for complex data. I forgot to mention this in my previous post. Thanks though :rolleyes:

5

I did come across CULA and MAGMA. But as you said, the functions I need are not available in the CULA BASIC free version. Although MAGMA does have solvers for dense linear systems, they are available only for REAL data and not COMPLEX data. And I am particularly interested in these functions for complex data. I forgot to mention this in my previous post. Thanks though :rolleyes: