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Designing Scientific Applications on GPUs
book

Designing Scientific Applications on GPUs

by Raphael Couturier
November 2013
Intermediate to advanced content levelIntermediate to advanced
498 pages
17h 6m
English
Chapman and Hall/CRC
Content preview from Designing Scientific Applications on GPUs
220 Designing Scientific Applications on GPUs
Algorithm 10: standard simplex algorithm
1 //1. Find entering variable;
2 if c
N
0 then
3 return Optimal;
4 end
5 Choose an index e N such that c
e
> 0 ;
6 //2. Find leaving variable;
7 if (A
N
)
e
0 then
8 return Unbounded
9 end
10 Let ` B be the index such that ;
11 t
:
=
b
`
a
`e
= min
(
b
i
a
ie
a
ie
> 0, i = 1, . . . , m
)
;
12 //3. Pivoting, update ;
13 B
:
= (B \ {`}) {e}, N
:
= (N \{e}) ∪{`};
14 Compute z
best
:
= z
best
+ tc
e
;
15 Exchange (I
m
)
`
and (A
N
)
e
, (c
B
)
`
and (c
N
)
e
;
16 Update A
N
, c
N
and b;
17 Go to 1.;
system Ax = b into A
B
x
B
= b A
N
x
N
. Let us denote B = A
B
, N = A
N
.
Since B is invertible, we can write
x
B
= B
1
b B
1
Nx
N
z = c
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Publisher Resources

ISBN: 9781466571648