[PDF] Optimized LU-decomposition with Full Pivot for Small Batched





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What is pivoting in a matrix?

However, the definition of pivoting, and what it entails, seems to vary depending on the context. In the context of inverting a matrix, for example, pivoting entails changing the pivot element to 1, and then all other elements in the same column to 0 (and appropriately adjusting the other elements in the same row/column.)

What is pivot in linear algebra?

Pivot refers to pivotingtechnique operations on the stiffness matrix used in linear algebra [1], which may be followed byan interchange of rows or columns to bring the pivot to a fixed position and allow the algorithmto proceed successfully, and possibly to reduce roundoff error. It is often used for verifying rowechelon form.

Can a matrix in echelon form have the same number of pivots?

Yes, but there will always be the same number of pivots in the same columns, no matter how you reduce it, as long as it is in row echelon form. The easiest way to see how the answers may differ is by multiplying one row by a factor. When this is done to a matrix in echelon form, it remains in echelon form.

How do you find a positive definite matrices without pivoting?

To show that requires an eigenvalue analysis. For positive definite matrices A, the naked LU decomposition without pivoting works, since the diagonal entries that are encountered are quotients of main diagonal minors, and all of them are positive. Symmetry results in U = D L ?, so that the A = L D L ? can be cheaply obtained.

Optimized LU-decomposition with Full Pivot for

Small Batched Matrices

S3069

Ian Wainwright

High Performance Consulting Sweden

ian.wainwright@hpcsweden.se

Background

Based on work for GTC

2012: 10x speed-up vs

multi-threaded Intel MKL on an 4 core (8HT). http://www.hpcsweden.se/files/CUDA -based_LU_Factorization.pdf Aim To investigate various techniques for batched matrix computations. The motivation behind this work is to use our previous work on LU- decomposition as a use case to investigate optimization techniques for Kepler.

Outline

1.LU-decomposition

2.Implementations

3.Performance gains

4.Conclusions

LU-decomposition

1.LU-decomposition

2.Implementations

3.Performance gains

4.Conclusions

LU-decomposition

The idea is to transform A where Ax=b to an

equivalent triangular system such that A=LU 1 01 001 0001

434241

3231
21
lll ll l 44000

343300

2423220

14131211

u uu uuu uuuu

44434241

34333231

24232221

14131211

aaaa aaaa aaaa aaaa

A L U

LU-decomposition

1 4 7 2 5 8

3 6 10

0 0 0 0 0 0 0 0 0

Eliminate

values by subtracting pivot line

Without Pivot

-3 -2 -3/1 -2/1

A L Pivot

element

Multipliers

0 0 0 0 0 0 0 0 0

LU-decomposition

1 4 7 2 5 8

3 6 10

0 0 0 0 0 0 0 0 0 -3 1 4 7

0 -3 -6

0 -6 -11

-2

Without Pivot

3 2 0 0 0 2 0 0 3 0 0

Eliminate

values by subtracting pivot line

A L Pivot

element

Multipliers -3/1

-2/1

LU-decomposition

1 4 7 2 5 8

3 6 10

A 0 0 0 0 0 0 0 0 0 L 1 4 7

0 -3 -6

0 -6 -11

Without Pivot

0 0 0 2 0 0 3 0 0

LU-decomposition

A L 1 4 7

0 -3 -6

0 -6 -11

Without Pivot

0 0 0 2 0 0 3 0 0

Eliminate

values by subtracting pivot line -2/1 Pivot element

Multiplier

LU-decomposition

A L 1 4 7

0 -3 -6

0 -6 -11

Without Pivot

0 0 0 2 0 0 3 0 0

Eliminate

values by subtracting pivot line 2 0 0 0 0 0 0 0 0 0 1 4 7

0 -3 -6

0 0 1 0 0 0 2 0 0 3 0 0 0 0 0 2 0 0 3 2 0 -2

The multiplier must

be shared with all elements of a row AE

Syncronization and

sharing in inner loop. Pivot element

Multiplier

-2/1

LU-decomposition

A L 1 4 7

0 -3 -6

0 -6 -11

Without Pivot

0 0 0 2 0 0 3 0 0 1 4 7

0 -3 -6

0 0 1 0 0 0 2 0 0 3 2 0

LU-decomposition

A L 1 4 7

0 -3 -6

0 -6 -11

Without Pivot

0 0 0 -2 0 0 -3 0 0 1 4 7

0 -3 -6

0 0 1 0 0 0 2 0 0 3 2 0

LU-decomposition

U L 1 4 7

0 -3 -6

0 0 1

Without Pivot

0 0 0 -2 0 0 -3 0 0 1 0 0 2 1 0 3 2 1

LU-decomposition

A Full Pivot

0 4 7 2 5 8

3 6 10

Pivot element

LU-decomposition

Full Pivot

Solution: Perform Pivot

1.Find largest value in bottom submatrix.

2.Swap rows and columns to make largest value the pivot element.

3.Keep track of row and column pivot in each step.

4.Then perform operations over rows as usual.

A

10 6 3

8 5 2quotesdbs_dbs19.pdfusesText_25
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