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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
230 Designing Scientific Applications on GPUs
Algorithm 11: standard simplex algorithm
1 // Find entering variable x
e
;
2 γ
j
k(A
N
)
j
k
2
;
3 e argmax
c/
γ
;
4 if e < 0 then
5 return optima found
6 end
7 // Find leaving variable x
`
;
8 `, t expand((A
N
)
e
);
9 if ` < 0 then
10 return unbounded
11 end
12 // Pivoting;
13 d (A
N
)
e
, d
e
(A
N
)
`e
1;
14 r N
T
`
;
15 x
e
x
e
+ t;
16 x
B
x
B
t(A
N
)
e
;
17 A
N
A
N
d
T
r/(A
N
)
`e
// cublasDger ;
18 c c c
`
r/(A
N
)
`e
// cublasDaxpy;
19 swap(x
e
, x
`
);
is computed and, since we use a special structure instead of the basis matrix,
the entering and leaving variables are swapped.
Choice of the entering variable
Let us discuss two different approaches ...
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Publisher Resources

ISBN: 9781466571648