Analysis of A Splitting Approach for the Parallel Solution of Linear Systems on GPU Cards
For researchers and engineers needing fast linear system solvers on GPUs, this work offers a robust open-source alternative, though it is an incremental improvement over existing methods.
The paper presents a splitting approach (SaP) for solving sparse or dense banded linear systems on GPUs, achieving competitive efficiency compared to direct solvers like PARDISO, SuperLU, and MUMPS, and outperforming Intel's MKL for nearly diagonally dominant dense banded systems.
We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large; i.e., $10000 \leq N \leq 500000$. The ${\it split\ and\ parallelize}$ (${\tt SaP}$) approach seeks to partition the matrix ${\bf A}$ into diagonal sub-blocks ${\bf A}_i$, $i=1,\ldots,P$, which are independently factored in parallel. The solution may choose to consider or to ignore the matrices that couple the diagonal sub-blocks ${\bf A}_i$. This approach, along with the Krylov subspace-based iterative method that it preconditions, are implemented in a solver called ${\tt SaP::GPU}$, which is compared in terms of efficiency with three commonly used sparse direct solvers: ${\tt PARDISO}$, ${\tt SuperLU}$, and ${\tt MUMPS}$. ${\tt SaP::GPU}$, which runs entirely on the GPU except several stages involved in preliminary row-column permutations, is robust and compares well in terms of efficiency with the aforementioned direct solvers. In a comparison against Intel's ${\tt MKL}$, ${\tt SaP::GPU}$ also fares well when used to solve dense banded systems that are close to being diagonally dominant. ${\tt SaP::GPU}$ is publicly available and distributed as open source under a permissive BSD3 license.