GPU-Based Monte Carlo Methods for Solving Linear Algebraic Equations

Abstract

Many engineering, physics, chemistry, and computer science problems involve solving systems of linear algebraic equations (SLAE). It is an important issue in scientific computing field. In this paper we study the Monte Carlo methods (MCMs) for solving SLAE. We take the advantage of Graphic Processor Unit (GPU) to accelerate MCMs for solving SLAE. The result of numerical experiments demonstrates that GPU is very suitable for speeding up this application. Moreover, the accelerated ratio can be up 50X with the problem size increasing. 2015 18-19, December, ISCC