Matrix inversion in OpenCL

Question

I am trying to accelerate some computations using OpenCL and part of the algorithm consists of inverting a matrix. Is there any open-source library or freely available code to c

Answer 1

I make calculus up to 2k x 2k at CPU using multithread using eigen lib, so it is now 3.5-3.65 times faster (depends of matrix size) than using one thread. I used an Intel Xeon 3.5Ghz E5-1620 v3 processor and 16Gb ram. (Unfortunately I deleted the old version to add exact values, but if has some priority I could rewrite the sw)

This is my matrix inverse algorithm I used to compare with. (It is correct as I stated making a lot of tests again excel result):

/*
Uses 2D arrays.
Main routines are:
init_2Dvector() that initializes any 2d vector (can be uchar, char, int, float or double)
multiply_2Dvector()
inverse()
*/

#include
#include 
#include 
#include 

using namespace std;

/*
void print_2Dvector(vector >& vec)
{
    size_t xmax, ymax;
    ymax = vec.size();
    xmax = vec[0].size(); 

    int x, y;
    for (y = 0; y < ymax; y++)
    {
        for (x = 0; x < xmax; x++)
            cout << vec[y][x] << " \t";
        cout << endl;
    }
}*/

void print_2Dvector(vector >& vec,char *format="%lg \t")
{
    size_t xmax, ymax;
    ymax = vec.size();
    xmax = vec[0].size();

    int x, y;
    for (y = 0; y < ymax; y++)
    {
        {
            for (x = 0; x < xmax; x++)
                printf(format, vec[y][x]);
        }
        cout << endl;
    }
}

//Resizes to y_dim,x_dim any kind of 2d array:
template
void init_2Dvector(vector >& vec, size_t y_dim, size_t x_dim)
{
    vec.resize(y_dim);
    for (size_t i = 0; i < vec.size(); i++)
        vec[i].resize(x_dim);
}
//Returns vec1*vec2. vec1 and 2 are not touch
vector< vector > multiply_2Dvector(vector< vector > vec1, vector< vector > vec2)
{
    size_t xmax, ymax;
    ymax = vec1.size();   
    xmax = vec1[0].size();
    vector< vector > vec3;
    if ((ymax != vec2[0].size()) || (xmax != vec2.size()))
    {
        cout << "ERROR on dim2_multiply() dimensions of vec2 not corresponding with vec1 ones" << endl; getchar(); return{};//returns a null
    }
    init_2Dvector(vec3, ymax, ymax);
    cout << "dimensions of vec3=" << vec3.size() << " x " << vec3[0].size() << endl;
    double xx;
    for (int y = 0; y < ymax; y++)
        for (int x = 0; x < ymax; x++)
        {
            xx = 0.0;
            for (int t = 0; t < xmax; t++)
                xx += vec1[y][t] * vec2[t][x];
            vec3[y][x] = xx;
        }
    return vec3;//ok
}

//returns inverse of x2, x2 is not modified
vector< vector > inverse(vector< vector > x)
{
    if (x.size() != x[0].size())
    {
        cout << "ERROR on inverse() not square array" << endl; getchar(); return{};//returns a null
    }

    size_t dim = x.size();
    int i, j, ord;
    vector< vector > y(dim,vector(dim));//output
    //init_2Dvector(y, dim, dim);
    //1. Unity array y: 
    for (i = 0; i < dim; i++)
    {
        y[i][i] = 1.0;
        for (j = i+1; j < dim; j++)
        {
            y[i][j]= y[j][i] = 0.0;
        }
    }

    double diagon, coef;
    double *ptrx, *ptry, *ptrx2, *ptry2;
    for (ord = 0; ord1e-15) break;
            }
            if (i2 >= dim)
                return{};//error, returns null
            for (i = 0; i > vec1 = {
        {0,-5,0,7,33,11,-1},
        {72,0,-11,7,9,33,5 },
        {-13,31,-5,15,29,30,24 },
        {-24,9,8,-23,31,-12,4 },
        {-3,-22,4,-24,-5,27,-10 },
        {-10,-21,-16,-32,-11,20,14 },
        {5,30,13,-32,29,-13,-13 }
    };
    vector< vector > vec2;
    vec2 = inverse(vec1);
    vector< vector > vec3;
    vec3 = multiply_2Dvector(vec1, vec2);

    cout << "initial array (must be unmodified):" << endl;
    print_2Dvector(vec1);

    cout << "Must be diagon array:" << endl;
    print_2Dvector(vec3," %8.3lf");
    cout << endl;
}


void test_6_inverse(int dim)
{
    vector< vector > vec1(dim, vector(dim));
    for (int i=0;i > vec2;
    double ini, end;
    ini = (double)clock();
    vec2 = inverse(vec1);
    end = (double)clock();
    cout << "Time inverse =" << (end - ini) / CLOCKS_PER_SEC << endl;
    vector< vector > vec3;
    vec3 = multiply_2Dvector(vec1, vec2);

    cout << "initial array (must be unmodified):" << endl;
    //print_2Dvector(vec1);

    cout << "Must be diagon array:" << endl;
    //print_2Dvector(vec3, " %8.3lf");
    cout << endl;
}

int main()
{
    vector< vector > vec1;
    init_2Dvector(vec1, 10, 5);    //size_t ymax = vec1.size(),xmax = vec1[0].size();
    //test_2_dimension_vector();
    //test_one_dimension_vector();
    test_5_inverse();
    test_6_inverse(1300);
    cout << endl << "=== END ===" << endl; getchar(); 
    return 1;
}