clMAGMA: High Performance Dense Linear Algebra with OpenCL

This paper presents the design and implementation of sev- eral fundamental dense linear algebra (DLA) algorithms in OpenCL. In particular, these are linear system solvers and eigenvalue problem solvers. Further, we give an overview of the clMAGMA library, an open source, high performance OpenCL library that incorporates the developments pre- sented, and in general provides to heterogeneous architec- tures the DLA functionality of the popular LAPACK library. The LAPACK-compliance and use of OpenCL simplify the use of clMAGMA in applications, while providing them with portably performant DLA. High performance is ob- tained through use of the high-performance OpenCL BLAS, hardware and OpenCL-speci c tuning, and a hybridization methodology where we split the algorithm into computa- tional tasks of various granularities. Execution of those tasks is properly scheduled over the heterogeneous hardware components by minimizing data movements and mapping algorithmic requirements to the architectural strengths of the various heterogeneous hardware components.