I have an SPD dense matrix of size NxN, where N can range from 10^4-10^5. Are there any Cholesky factorization/solve routines for it in PETSc (or in any of the external libraries)? If possible, I want to use GPU acceleration with 1 or more GPUs. The matrix type can be MATSEQDENSE/MATMPIDENSE or MATSEQDENSECUDA/MATMPIDENSECUDA accordingly. If it is possible to do the factorization beforehand and store it to do the triangular solves later, that would be great.
Thanks, Sreeram