Algorithm Description - 2022.2 English

Vitis Tutorials: Hardware Acceleration (XD099)

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2022.2 English

This tutorial is based on a C++ kernel that we’ll optimize for highest throughput.

The algorithm is a common linear algebra solver, the decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose. For this purpose we will use the Cholesky decomposition or Cholesky factorization (pronounced /ʃo-LESS-key/). This solver is useful for several numerical problems, in particular for Monte Carlo simulations.

This algorithm has a serial complexity O(n3).

Cholesky description

More information on wikipedia… Note that this solver is included as part the official Vitis accelerated libraries, here is a link to its documentation:

For our purpose, we will start with a simple description implemented in C++ and explain how to adapt it for acceleration with an Alveo U50 card.