Multifrontal computations on accelerators

Solving the system of linear equations Ax=b, where A is both large and sparse, is a computational bottleneck in many scientific and engineering applications. This has led to over half-a-century of research into new algorithms and new computing systems to accelerate the solution of these linear systems. The recent availability of accelerators such a Graphical Processing Units (GPU) and the Intel Phi™ promises high performance and thus savings in time, cost and energy. This paper presents the methodology and results achieved applying two accelerators, the Nvidia Tesla K40M™ and the Intel Xeon Phi, to this problem.