System, method, and recording medium for mirroring matrices for batched Cholesky decomposition on a graphic processing unit
Abstract:
A batched Cholesky decomposition method, system, and non-transitory computer readable medium for a Graphics Processing Unit (GPU), include mirroring a second problem matrix of a second problem to a first problem matrix of a first problem as paired matrices and shifting the second problem by N+1, combining the first problem matrix and the mirrored second problem matrix into one matrix of (N+1)×N, and reading the fixed size data length of the one square matrix with a fixed data interval for both the first problem and the second problem.
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