Friday, February 20, 2015

cuSOLVER: CUDA Library of Sparse and Dense Solvers

It has been a while, so I thought I'd break the ice by just pointing out that there is another great addition to the CUDA SDK -- cuSOLVER.

With the upcoming SDK 7 (now available as a release candidate, installer here for registered developers), there is a new library of sparse and dense solvers that claim to be up to 6x faster than equivalent MKL functions.  It also has solvers for eigen problems (yes, it's eigen, not Eigen!).  This should be great for all kinds of applications that need to solve linear systems via Cholesky, LU, SVD, and QR decompositions.  I  love how NVIDIA keeps expanding their free GPU-powered libraries!

cusolver cusolverDN speedup over CPU

If you get excited about new versions and features like I do, have a look at these brief NVIDIA announcement videos:

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