A GPU-based hyperbolic SVD algorithm

DOI10.1007/S10543-011-0333-5zbMATH Open1232.65066arXiv1008.1371OpenAlexW3101465782MaRDI QIDQ657884FDOQ657884

Authors: Vedran Novaković, Sanja Singer 

Publication date: 10 January 2012

Published in: BIT (Search for Journal in Brave)

Abstract: A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue problem. Numerical testing demonstrates the gains in speed and accuracy over sequential and MPI-parallelized variants of similar Jacobi-type HSVD algorithms. Finally, possibilities of hybrid CPU--GPU parallelism are discussed.

Full work available at URL: https://arxiv.org/abs/1008.1371

Recommendations

• A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units
• New Fast and Accurate Jacobi SVD Algorithm. I
• A Kogbetliantz-type algorithm for the hyperbolic SVD
• A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
• BLOCK-JACOBI SVD ALGORITHMS FOR DISTRIBUTED MEMORY SYSTEMS I: HYPERCUBES AND RINGS*

zbMATH Keywords

hyperbolic singular value decompositionGPU parallel programmingone-sided Jacobi algorithmsymmetric indefinite eigenvalue problem

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• A Jacobi eigenreduction algorithm for definite matrix pairs
• Block-oriented \(J\)-Jacobi methods for Hermitian matrices
• Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
• On quadratic convergence bounds for the \(J\)-symmetric Jacobi method
• Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD
• A note on the existence of the hyperbolic singular value decomposition
• Indefinite QR factorization
• The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays
• On Parallel Jacobi Orderings
• On Jacobi Methods for Singular Value Decompositions
• On Jacobi and Jacobi-Like Algorithms for a Parallel Computer
• Perturbations of the eigenprojections of a factorized Hermitian matrix
• Title not available (Why is that?)
• Advances in Speedup of the Indefinite One-Sided Block Jacobi Method
• Novel modifications of parallel Jacobi algorithms

Cited In (8)

• Full block \(J\)-Jacobi method for Hermitian matrices
• A Kogbetliantz-type algorithm for the hyperbolic SVD
• Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method
• Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
• A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units
• A note on the hyperbolic singular value decomposition without hyperexchange matrices
• Convergence to diagonal form of block Jacobi-type methods
• NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements

Uses Software

• CUDA
• OpenCL
• Thrust

This page was built for publication: A GPU-based hyperbolic SVD algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q657884)