Solve small symmetric positive definite Ax = b on GPU only

Question

I\'m attempting to optimise an application in realtime 3D modelling. The compute part of the application runs almost entirely on the GPU in CUDA. The application requires th

Answer 1

NVIDIA posted code for a batched Ax=b solver to the registered developer website last fall. This code works for generic matrices, and should work well enough for your needs provided you can expand the symmetric matrices to full matrices (that should not be an issue for a 6x6?). As the code performs pivoting, which is unnecessary for positive definite matrices, it is not optimal for your case, but you may be able to modify it for your purposes as the code is under a BSD license.

NVIDIA's standard developer website is experiencing some issues at the moment. Here is how you can download the batched solver code at this time:

(1) Go to http://www.nvidia.com/content/cuda/cuda-toolkit.html

(2) If you have an existing NVdeveloper account (e.g. via partners.nvidia.com) click on the green "Login to nvdeveloper" link on the right half of the screen. Otherwise click on "Join nvdeveloper" to apply for a new account; requests for new accounts are typically approved within one business day.

(3) Log in at the prompt with your email address and password

(4) There is a section on the right hand side titled "Newest Downloads". The fifth item from the top is "Batched Solver". Click on that and it will bring you to the download page for the code.

(5) Click on the "download" link, then click "Accept" to accept the license terms. Your download should start.