Sparse matrix LU decomposition method based on GPU

The invention provides a sparse matrix LU decomposition method based on a GPU. The sparse matrix LU decomposition method includes the following steps: A, building a to-be-simulated circuit matrix of a circuit network on a CPU, and performing preprocessing and rarefaction on the circuit matrix; B, selecting a computing platform for processing a sparse matrix LU according to preprocessing results; C, performing decomposition on the sparse matrix LU through the GPU if the computing platform which is used is the GPU; D, performing back substitution solution on values of non-zero elements in the sparse matrix LU through the CPU so as to complete decomposition of the sparse matrix LU. According to the sparse matrix LU decomposition method, the computing platform can be selected automatically according to the number of floating-point operation times in decomposition, the task on the CPU and the task on the GPU can be distributed reasonably, coordinated operation of a plurality of threads on the GPU is guaranteed, and therefore the computing speed is improved and circuit simulation time is shortened.