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by adrian_b
205 days ago
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There is no need for dedicated hardware for LU, because for big matrices LU can be reduced to matrix-matrix multiplications of smaller submatrices. LU for small matrices and most other operations with small matrices are normally better done in the vector units. |
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For those who don't know. One of the most useful properties of triangular matrices is that the block matrices in the diagonal blocks are triangular matrices themselves. This means you an solve a subset of the x using the first triangular block. Since the sub-x vector is now known, you can now do a forward multiplication against the non-triangular blocks that take your sub-x vector as input and subtract them from the b vector. This is the same as if you removed one of the columns or rows in the triangular matrix. The remaining matrix stays triangular, which means you can just keep repeating this until the entire matrix is solved.