Best library for O(100k) linear system

Open discussion for MAGMA library (Matrix Algebra on GPU and Multicore Architectures)
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Joined: Tue Jan 07, 2020 6:07 am

Best library for O(100k) linear system

Post by zleba » Tue Jan 07, 2020 7:14 am

Dear all,
I need to solve huge system of linear equations, with up to 500,000 unknown variables.
Consequently, the related matrix has a TB size and definitely cannot be stored in the GPU memory.
I have access to cluster with nodes having CPUs or CPUs+GPUs.
Currently, I am using ScaLAPACK to utilize MPI and to distribute the whole matrix to several nodes.

Is there a chance to benefit from GPUs when solving such system (MAGMA or something else)?
Or is ScaLAPACK the only reasonable option?

Thanks a lot.

Stan Tomov
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Joined: Fri Aug 21, 2009 10:39 pm

Re: Best library for O(100k) linear system

Post by Stan Tomov » Tue Jan 07, 2020 11:36 am

Dear Radek,
You can try the SLATE library:
which provides the ScaLAPACK functionalities with support for GPU use.

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Joined: Fri Jan 06, 2012 2:13 pm

Re: Best library for O(100k) linear system

Post by mgates3 » Tue Jan 07, 2020 1:43 pm

SLATE is a good choice for a distributed solver with CPUs or CPUs + GPUs. For using CPUs + GPUs, it would require that the distributed matrix fits in the cumulative memory of all the GPUs.

For a single node, MAGMA will also do out-of-GPU-memory algorithms for such large matrices. Just call magma_dgetrf() with the matrix in CPU host memory. MAGMA would need to be compiled with 64-bit BLAS and LAPACK (ilp64).


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