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GPU Computing Gems Jade Edition by Wen-mei W. Hwu

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Chapter 11

A Hybrid Method for Solving Tridiagonal Systems on the GPU

Yao Zhang, Jonathan Cohen, Andrew A. Davidson and John D. Owens

Tridiagonal linear systems are of importance to many problems in numerical analysis and computational fluid dynamics, as well as to computer graphics applications in video games and computer-animated films. Typical applications require solving hundreds or thousands of tridiagonal systems, which takes a majority part of total computation time. Fast parallel solutions are critical to larger scientific simulations, interactive computations of special effects in films, and real-time applications in video games. In this chapter, we study the performance of multiple tridiagonal algorithms on a GPU. We design a novel ...

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