Solving linear systems on the intel xeon-phi accelerator via the gauss-huard algorithm

Abstract

The solution of linear systems is a key operation in many scientific and engineering applications. Traditional solvers are based on the LU factorization of the coefficient matrix, and optimized implementations of this method are available in well-known dense linear algebra libraries for most hardware architectures. The Gauss-Huard algorithm (GHA) is a reliable and alternative method that presents a computational effort close to that of the LU-based approach. In this work we present several implementations of GHA on the Intel Xeon Phi coprocessor. The experimental results show that our solvers based in GHA represent a competitive alternative to LU-based solvers, being an appealing method for the solution of small to medium linear systems, with remarkable reductions in the time-to-solution for systems of dimension n≤4,000.