PGInsider

Source files for PGInsider blog post on Cholesky factorization and reduction of generalized eigenproblem

Building

• Compilation of these files requires the PGI compiler version 17.4 or higher.
• The provided Makefile requires definition of MKL_ROOT, and CUDA_HOME environment varibles, the root directory of your Intel MKL installation and CUDA Toolkit installation respectively.
• The Makefile is configured for modern Pascal P100 GPUs. If you are using an older model, modify the compute capability flag (cc60) as needed.
• Optionally, populate MAGMADIR variable in the Makefile with the root directory of your MAGMA installation to enable compilation with MAGMA.
• With these settings, compile with make command.

Running

Successful compilation will result in two executables, testDn and main.

• testDn runs a quick test of the cuSOLVER dense Cholesky factorization:

  $ ./testDn

• main runs and compares times of the Cholesky factorizations and eigenproblem reduction for system of size N:

  $ ./main N

License

This code is released under an MIT license which can be found in LICENSE.