I working on a computational finance project and I need an [b]LU decomposition[/b] ([b]factorization[/b]) implementation on CUDA.
I see Vasily Volkov implementation but I try to use it without mkl library and it doesn’t work. Some functions don’t appear in LAPACK library and volkov library.
I found a cuda library that implement LU Decomposition named Cula (http://www.culatools.com/functions) but in basic version, the LU function (culaDeviceSGETRF => Computes an LU factorization of a general matrix, using partial pivoting with row interchanges) doesn’t work for me (Data error).
I extremely need LU decomposition to solve a linear system !
Thanks for all your answers.