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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.
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 .
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