Parallel implementation of the sherman-morrison matrix inverse algorithm

Authors:
Xin He;Marcus Holm;Maya Neytcheva
Affiliations:
Department of Information Technology, Uppsala University, Sweden;Department of Information Technology, Uppsala University, Sweden;Department of Information Technology, Uppsala University, Sweden
Venue:
PARA'12 Proceedings of the 11th international conference on Applied Parallel and Scientific Computing
Year:
2012

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Abstract

We present two parallel strategies to compute the inverse of a dense matrix, based on the so-called Sherman-Morrison algorithm and demonstrate their efficiency in memory and runtime on multicore CPU and GPU-equipped computers. Our methods are shown to be much more efficient than the direct method to compute the inverse of a nonsingular dense matrix, yielding up to 12 times faster performance on the CPU.