GPU-based parallel solver via the Kantorovich theorem for the nonlinear Bernstein polynomial systems

GPU-based parallel solver via the Kantorovich theorem for the nonlinear Bernstein polynomial systems

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Article ID: iaor20119218
Volume: 62
Issue: 6
Start Page Number: 2506
End Page Number: 2517
Publication Date: Sep 2011
Journal: Computers and Mathematics with Applications
Authors: , ,
Keywords: computers, heuristics, programming: nonlinear, numerical analysis
Abstract:

This paper proposes a parallel solver for the nonlinear systems in Bernstein form based on subdivision and the Newton–Raphson method, where the Kantorovich theorem is employed to identify the existence of a unique root and guarantee the convergence of the Newton–Raphson iterations. Since the Kantorovich theorem accommodates a singular Jacobian at the root, the proposed algorithm performs well in a multiple root case. Moreover, the solver is designed and implemented in parallel on Graphics Processing Unit(GPU) with SIMD architecture; thus, efficiency for solving a large number of systems is improved greatly, an observation validated by our experimental results.

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