In the context of the genome-wide association studies (GWAS), one has to solve long sequences of generalized least-squares problems; such a task has two limiting factors: execution time --often in the range of days or weeks-- and data management --da
ta sets in the order of Terabytes. We present an algorithm that obviates both issues. By pipelining the computation, and thanks to a sophisticated transfer strategy, we stream data from hard disk to main memory to GPUs and achieve sustained peak performance; with respect to a highly-optimized CPU implementation, our algorithm shows a speedup of 2.6x. Moreover, the approach lends itself to multiple GPUs and attains almost perfect scalability. When using 4 GPUs, we observe speedups of 9x over the aforementioned implementation, and 488x over a widespread biology library.
