Most supercomputers are shipped with both a CPU and a GPU. With the powerful parallel computing capability of GPUs, heterogeneous computing architecture produces new challenges for system software development and application design. Because of the significantly different architectures and programming models of CPUs and GPUs, conventional optimization techniques for CPUs may not work well in a heterogeneous multi-CPU and multi-GPU system. We present a heterogeneous parallel LU factorization algorithm for heterogeneous architectures. According to the different performances of the processors in the system, any given matrix is partitioned into different sizes of basic column blocks. Then, a static task allocation strategy is used to distribute the basic column blocks to corresponding processors uniformly. The idle time is minimized by optimized sizes and the number of basic column blocks. Right-looking ahead technology is also used in systems configured with one CPU core to one GPU to decrease the wait time. Experiments are conducted to test the performance of synchronization and load balancing, communication cost, and scalability of the heterogeneous parallel LU factorization in different systems and compare it with the related matrix algebra algorithm on a heterogeneous system configured with multiple GPUs and CPUs.
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