A MEMORY EFFICIENT AND FAST SPARSE MATRIX VECTOR PRODUCT ON A GPU

Abstract

This paper proposes a new sparse matrix storage format which allows an e-cient implementation of a sparse matrix vector product on a Fermi Graphics Processing Unit (GPU). Unlike previous formats it has both low memory footprint and good throughput. The new format, which we call Sliced ELLR-T has been designed speciflcally for accelerating the iterative solution of a large sparse and complex-valued system of linear equations arising in computational electromagnetics. Numerical tests have shown that the performance of the new implementation reaches 69 GFLOPS in complex single precision arithmetic. Compared to the optimized six core Central Processing Unit (CPU) (Intel Xeon 5680) this performance implies a speedup by a factor of six. In terms of speed the new format is as fast as the best format published so far and at the same time it does not introduce redundant zero elements which have to be stored to ensure fast memory access. Compared to previously published solutions, signiflcantly larger problems can be handled using low cost commodity GPUs with limited amount of on-board memory.