cuThomasBatch and cuThomasVBatch, CUDA Routines to compute batch of tridiagonal systems on NVIDIA GPUs

The solving of tridiagonal systems is one of the most computationally expensive parts in many applications, so that multiple studies have explored the use of NVIDIA GPUs to accelerate such computation. However, these studies have mainly focused on using parallel algorithms to compute such systems, which can efficiently exploit the shared memory and are able to saturate the GPUs capacity with a low number of systems, presenting a poor scalability when dealing with a relatively high number of systems. The gtsvStridedBatch routine in the cuSPARSE NVIDIA package is one of these examples, which is used as reference in this article. We propose a new implementation (cuThomasBatch) based on the Thomas algorithm. Unlike other algorithms, the Thomas algorithm is sequential, and so a coarse-grained approach is implemented where one CUDA thread solves a complete tridiagonal system instead of one CUDA block as in gtsvStridedBatch. To achieve a good scalability using this approach, it is necessary to carry out a transformation in the way that the inputs are stored in memory to exploit coalescence (contiguous threads access to contiguous memory locations). Different variants regarding the transformation of the data are explored in detail. We also explore some variants for the case of variable batch, when the size of the systems of the batch has different size (cuThomasVBatch). The results given in this study prove that the implementations carried out in this work are able to beat the reference code, being up to 5× (in double precision) and 6× (in single precision) faster using the latest NVIDIA GPU architecture, the Pascal P100.This project was funded from the European Union's Horizon 2020 research and innovation programme under grant agreement 720270 (HBPSGA1), from the Spanish Ministry of Economy and Competitiveness under the project Computación de Altas Prestaciones VII (TIN2015-65316-P)and the Departament d'Innovació, Universitats i Empresa de la Generalitat de Catalunya, under project MPEXPAR: Models de Programació iEntorns d'Execució Paral·lels (2014-SGR-1051). We thank the support of NVIDIA through the BSC/UPC NVIDIA GPU Center of Excellence andthe valuable feedback provided by Lung Sheng Chien and Alex Fit-Florea. Antonio J. Peña was cofinanced by the Spanish Ministry of Economy andCompetitiveness under Juan de la Cierva fellowship number IJCI-2015-23266.Peer ReviewedPostprint (author's final draft