System, Method, and recording medium for mirroring matrices for batched Cholesky decomposition on a graphic processing unit

摘要

A batched Cholesky decomposition method, system, and non-transitory computer readable medium for a Graphics Processing Unit (GPU), include mirroring a second problem matrix of a second problem to a first problem matrix of a first problem as paired matrices and shifting the second problem matrix by N+1 and combining the first problem matrix and the mirrored second problem matrix into one matrix of (N+1)×N by merging the first problem matrix and the mirrored second problem matrix. The first problem matrix and the second problem matrix are symmetric and positive definite matrices.