CUDA 7.0 に付属している cuSOLVER ライブラリには以下のように Dense (密)や Sparse (疎)な線形代数系の演算の関数が用意されている。
New cuSOLVER library of dense and sparse direct solvers
Significant acceleration for Computer Vision, CFD, Computational Chemistry, and Linear Optimization applications.
Key LAPACK dense solvers 3-6x faster than MKL.
Dense solvers include Cholesky, LU, SVD and QR
Sparse direct solvers 2-14x faster than CPU-only equivalents.
Sparse solvers include direct solvers and eigensolvers
スパース行列に対する Cholesky 分解の関数も用意されている。
cuSolverSP: sparse LAPACK Function Reference
This chapter describes the API of cuSolverSP, which provides a subset of LAPACK funtions for sparse matrices in CSR or CSC format.
6.2.3. cusolverSp<t>csrlsvchol()
New cuSOLVER library of dense and sparse direct solvers
Significant acceleration for Computer Vision, CFD, Computational Chemistry, and Linear Optimization applications.
Key LAPACK dense solvers 3-6x faster than MKL.
Dense solvers include Cholesky, LU, SVD and QR
Sparse direct solvers 2-14x faster than CPU-only equivalents.
Sparse solvers include direct solvers and eigensolvers
スパース行列に対する Cholesky 分解の関数も用意されている。
cuSolverSP: sparse LAPACK Function Reference
This chapter describes the API of cuSolverSP, which provides a subset of LAPACK funtions for sparse matrices in CSR or CSC format.
6.2.3. cusolverSp<t>csrlsvchol()