Karl Rupp <[email protected]> writes: > It depends on the amount of stability one wants to put it. If Gauss > without pivoting is sufficient, Block-Jacobi shouldn't be too hard for > the block size of interest (9-by-9).
This is called pbjacobi. I think that is a better choice to put on the GPU. > However, I suppose we do want robust solves, so it's better to use > some explicit solution formulas. Cramer's rule is okay up to 4-by-4 > blocks or maybe 5-by-5, but likely to be a mess for 9-by-9. PBJacobi inverts all the diagonals. I suggest just doing that on the CPU and then transfer the inverses to the GPU. You'll need a custom kernel on the GPU.
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