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GPU Gems 2: Programming Techniques for High-Performance Graphics and General-Purpose Computation by Randima Fernando, Matt Pharr

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Chapter 44. A GPU Framework for Solving Systems of Linear Equations

Jens KrügerTechnische Universität München

Rüdiger WestermannTechnische Universität München

Overview

The development of numerical techniques for solving partial differential equations (PDEs) is a traditional subject in applied mathematics. These techniques have a variety of applications in physics-based simulation and modeling, geometry processing, and image filtering, and they have been frequently employed in computer graphics to provide realistic simulation of real-world phenomena.

One of the basic methods to solve a PDE is to transform it into a large linear system of equations via discretization. This system can then be solved using linear algebra operations.

In this chapter, we ...

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