Efficiently Parallel Implementation of the Inverse Sherman-Morrison Algorithm

Xin He, Marcus Holm, and Maya Neytcheva

August 2012

Abstract:

We contribute two parallel strategies to compute the exact and approximate inverse of a dense matrix, based on the so-called inverse Sherman-Morrison algorithm and demonstrate their efficiencies on multicore CPU and GPU-equipped computers. Our methods are shown to be much better than a common matrix inverse method, yielding up to 12 times faster performance. A comparison of the performance of the CPU and GPU versions is made and analyzed with the aid of a performance model.

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