I am looking to port some code that resolves a set of partial differential equations (PDE) by the finite volume method in IMPLICIT form (for the time discretization).
As result there is a tridiagonal system of equations in x,y,z directions which is handled by the ADI/TDMA scheme.
I can not seem to find anything regarding implicit solution of PDEs with CUDA.
Is the ADI/TDMA scheme possible to implement in CUDA?? Is there an example like 2D heat diffusion equation available somewhere??
All I could find is a CUDA sample code for 2D heat diffusion equation in finite differences but in EXPLICIT form (University of Cambridge).
Any hint/reference would be greatly appreciated.