title: Matrix inversion in OpenCL
body: <p>I am trying to accelerate some computations using OpenCL and part of the algorithm consists of inverting a matrix. Is there any open-source library or freely available code to compute lu factorization (lapack dgetrf and dgetri) of matrix or general inversion written in OpenCL or CUDA? The matrix is real and square but doesn't have any other special properties besides that. So far, I've managed to find only basic blas matrix-vector operations implementations on gpu.</p>
  
  <p>The matrix is rather small, only about 60-100 rows and cols, so it could be computed faster on cpu, but it's used kinda in the middle of the algorithm, so I would have to transfer it to host, calculate the inverse, and then transfer the result back on the device where it's then used in much larger computations.</p>