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SUMMARY In this paper, we tackle the inversion of large-scale dense matrices via conventional matrix factorizations (LU, Cholesky, and LDL T) and the Gauss-Jordan method on hybrid platforms consisting of a multicore CPU and a many-core graphics processor (GPU). Specifically, we introduce the different matrix inversion algorithms by using a unified framework based on the notation from the FLAME project; we develop hybrid implementations for those matrix operations underlying the algorithms, alternative to those in existing libraries for single GPU systems; and we perform an extensive experimental study on a platform equipped with state-of-the-art general-purpose architectures from Intel (Santa Clara, CA, USA) and a 'Fermi' GPU from NVIDIA (Santa Clara, CA, USA) that exposes the efficiency of the different inversion approaches. Our study and experimental results show the simplicity and performance advantage of the Gauss-Jordan elimination-based inversion methods and the difficulties associated with the symmetric indefinite case. Copyright © 2012 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Summary: We investigate different alternatives for the solution of algebraic Riccati equations on hybrid hardware platforms (ie, CPUs+GPUs). We evaluate a mixed‐precision approach that uses single‐precision arithmetic to obtain an approximation to the solution and later improve it to the desired precision, applying some steps of an economic iterative refinement. This method exploits the higher performance of the hardware to accelerate the solver when single‐precision arithmetic is employed and simultaneously obtains a high‐accuracy solution with the iterative refinement. We extend this approach to exploit the low‐rank property of the equation, when possible, to further improve its efficiency. The experimental evaluation shows that the mixed‐precision approach reports time and energy savings and provides similar or even more accurate solutions than well‐known methods like the sign function iteration or the structure‐preserving doubling algorithm. [ABSTRACT FROM AUTHOR]