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pramukap / CUDA_Stats

Suite of machine learning and statistics models that leverages GPU compute power
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Matrix Inversion #1

Open pramukap opened 5 years ago

pramukap commented 5 years ago

I looked into both Gauss-Jordan elimination (the row operations technique) and Determinant/Adjugate-Matrix method. I'm gonna go ahead and use the latter because it's more algorithmic whereas the former doesn't have any clear-cut routines.

pramukap commented 5 years ago

After more discussion, Harrison and I decided to use the Gauss-Jordan elimination. We implemented a basic matrix inversion algorithm. Our next goals are to add support for row swapping, improve parallelization, and research block syncing (introduced in CUDA 9) and striding.