I am currently working on a program that involves performing multiple inversion tasks on large matrices ranging in size from 1000x1000 to 10000x10000. (Inversion tasks are necessary, and alternative methods might not be applicable.)
I have been exploring various methods to achieve fast matrix inversion and have come across several tools, including BLAS, LAPACK, MKL, CUBLAS, and CUSOLVER, among others.
I believe that utilizing CUSOLVER is the optimal approach due to the ability of the GPU to leverage numerous CUDA cores efficiently.
However, I am not an expert in this field and would like to inquire if there are any other methods available for performing a large number of matrix inversions.
I understand that my question might be a bit ambiguous, but I would appreciate any insights or guidance you can provide on this topic.
Thank you for your assistance.