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I have an SPD dense matrix of size NxN, where N can range from 10^4-10^5. Are there any Cholesky factorization/solve routines for it in PETSc (or in any of the external libraries)? If possible, I want to use GPU acceleration with 1 or more
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<div dir="ltr"><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div style="color:rgb(34,34,34)">I have an SPD dense matrix of size NxN, where N can range from 10^4-10^5. Are there any Cholesky factorization/solve routines for it in PETSc (or in any of the external libraries)? If possible, I want to use GPU acceleration with 1 or more GPUs. The matrix type can be MATSEQDENSE/MATMPIDENSE or MATSEQDENSECUDA/MATMPIDENSECUDA accordingly. If it is possible to do the factorization beforehand and store it to do the triangular solves later, that would be great.</div><div style="color:rgb(34,34,34)"><br></div><div style="color:rgb(34,34,34)">Thanks,</div><div style="color:rgb(34,34,34)">Sreeram</div></div></div></div>