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Automatic GPUified linear solves #472

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ChrisRackauckas opened this issue Jun 24, 2019 · 3 comments
Closed

Automatic GPUified linear solves #472

ChrisRackauckas opened this issue Jun 24, 2019 · 3 comments

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@ChrisRackauckas
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https://medium.com/datathings/benchmarking-blas-libraries-b57fb1c6dc7 shows that at around 100x100 systems it can be beneficial to round-trip through a GPU. We can create a linear solver routine which does just that: sends things to the GPU, does the factorization, then does the linsolve by sending to the GPU, \, then send back.

For sparse, it's less clear if that's a good idea ever: https://arxiv.org/pdf/1608.00636.pdf

The default linear solver can make use of this by querying for a GPU through https://github.com/JuliaGPU/CUDAapi.jl .

@ChrisRackauckas
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Non-default solved by SciML/DiffEqBase.jl#269

@ChrisRackauckas
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Default handling is solved by SciML/DiffEqBase.jl#273

@ChrisRackauckas
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LinearSolve.jl has this.

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