Does anyone know if CUDA comes with its own function to implement matrix inversion? I know FFT is available but I couldn’t find one of matrix inversion. Thanks a lot for any input!
Please search MAGMA or CULA on google.
Thanks a lot for the reply! I have another silly question here. Can I apply the traditional sequential matrix inversion function provided by standard C library and make it run on GPU (different thread) for small size matrix (say 200 by 200)?
No, GPU and CPU have different instruction sets. You must call GPU version, either from MAGMA or CULA.