Matrix solving with C (within CUDA)

Question

As part of a larger problem, I need to solve small linear systems (i.e NxN where N ~10) so using the relevant cuda libraries doesn\'t make any sense in terms of speed.

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Answer 1

CUDA won't help here, that's true. Matrices like that are just too small for it.

What you do to solve a system of linear equations is LU decomposition:

• http://en.wikipedia.org/wiki/LU_decomposition
• http://mathworld.wolfram.com/LUDecomposition.html

Or even better a QR decomposition with Householder reflections like in the Gram-Schmidt process.

• http://en.wikipedia.org/wiki/QR_decomposition#Computing_the_QR_decomposition

Solving the linear equation becomes easy afterwards, but I'm afraid there always is some "higher mathematics" (linear algebra) involved. That, and there are many (many!) C libraries out there for solving linear equations. Doesn't seem like "big guns" to me.