Toeplitz Matrix Batch

Open discussion for MAGMA library (Matrix Algebra on GPU and Multicore Architectures)
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Toeplitz Matrix Batch

Post by dargman69 » Sun Aug 05, 2018 6:44 pm

I have to solve a batch of several (16000) equations AX=B where A is a Toeplitz Matrix . Which of the solvers in Magma is more suitable for a problem like this (apart from gesv that seems generic)?
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(For anyone who might not know, a Toeplitz matrix is one comprised solely of diagonals)
Last edited by dargman69 on Wed Feb 06, 2019 3:01 pm, edited 2 times in total.

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Re: Toeplitz Matrix Batch

Post by mgates3 » Tue Aug 07, 2018 12:02 am

While there are solvers for Toeplitz matrices that are asymptotically more optimal, i.e., O(n^2) instead of O(n^3), MAGMA (and LAPACK, to my knowledge) do not implement them, so the fastest available is gesv, or in your case, gesv_batched.

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