Accelerate Quasi Monte Carlo Method for Solving Systems of Linear Algebraic Equations through Shared Memory

摘要

In this paper we study on Monte Carlo method for solving systems of linear algebraic equations (SLAE) based on shared memory. Former research demostrated that GPU can effectively speed up the computations of this issue.Our purpose is to optimize Monte Carlo method simulation on GPUmemoryachritecture specifically. Random numbers are organized to storein shared memory, which aims to accelerate the parallel algorithm. Bank conflicts can be avoided by our Collaborative Thread Arrays(CTA)scheme. The results of experiments show that the shared memory based strategy can speed up the computaions over than 3X at most.