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Accelerating the Lyapack library using GPUs

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Abstract

Lyapack is a package for the solution of large-scale sparse problems arising in control theory. The package has a modular design, and is implemented as a Matlab toolbox, which renders it easy to utilize, modify and extend with new functionality. However, in general, the use of Matlab in combination with a general-purpose multi-core architecture (CPU) offers limited performance when tackling the sparse linear algebra operations underlying the numerical methods involved in control theory.

In this paper we extend Lyapack to leverage the computational power of graphics processors (GPUs). The experimental evaluation of a new CUDA-enabled solver for the Lyapunov equation, a crucial operation appearing in control theory problems, shows a significant runtime reduction when compared with the original CPU version of Lyapack, while retaining the usability of a Matlab-based implementation.

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Acknowledgements

The researchers at Universidad Jaume I were supported by project CICYT TIN2008-06570-C04-01 and FEDER.

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Authors and Affiliations

  1. Instituto de Computación, Universidad de la República, Montevideo, Uruguay

    Ernesto Dufrechu & Pablo Ezzatti

  2. Departamento de Ingeniería y Ciencia de Computadores, Universidad Jaime I, Castellón, Spain

    Enrique S. Quintana-Ortí & Alfredo Remón

Authors
  1. Ernesto Dufrechu
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  2. Pablo Ezzatti
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  3. Enrique S. Quintana-Ortí
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  4. Alfredo Remón
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Corresponding author

Correspondence to Alfredo Remón.

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Dufrechu, E., Ezzatti, P., Quintana-Ortí, E.S. et al. Accelerating the Lyapack library using GPUs. J Supercomput 65, 1114–1124 (2013). https://doi.org/10.1007/s11227-013-0889-8

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  • DOI: https://doi.org/10.1007/s11227-013-0889-8

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