A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units

DOI10.1137/140952429zbMath1326.65186arXiv1401.2720OpenAlexW1970967332MaRDI QIDQ3454838

Vedran Novaković

Publication date: 27 November 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.2720

zbMATH Keywords

graphics processing unitsparallel pivot strategiesJacobi (hyperbolic) singular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10)

Related Items (5)

A Kogbetliantz-type algorithm for the hyperbolic SVD ⋮ 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 ⋮ Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method ⋮ The LAPW Method with Eigendecomposition Based on the Hari--Zimmermann Generalized Hyperbolic SVD ⋮ On the convergence of complex Jacobi methods

Uses Software

• Magma
• CUDA
• dgesvd

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