Computer Science ›› 2015, Vol. 42 ›› Issue (Z6): 549-552.

Previous Articles     Next Articles

Parallelized Singular Value Decomposition Method with Collaborative Computing of CPU-GPU

ZHOU Wei, DAI Zong-you, YUAN Guang-ling and CHEN Ping   

  • Online:2018-11-14 Published:2018-11-14

Abstract: In applications of tracking,singular value decomposition(SVD) is often used as a basic tool for dynamic library construction.However,facing the large amount of dataset per second and high accuracy requirements,the calculation of SVD is too time-consuming to satisfy the real-time constraint in the applications.This paper put forward the CPU-GPU collaborative method of parallel singular value decomposition.It utilizes the feature of asynchronous execution of GPU,and organizes the process of SVD into pipeline-style,with which we can largely exploit the parallelism.Experiments show that this method outperforms better than normal parallelized one-sided Jacobi method for SVD on GPU by 20%.Compared with the Intel MKL SGESVD on CPU,out approach can achieve a 6.8x performance improvement,which makes it satisfy the requirements of real-time applications.

Key words: GPU,Collaborative computing,Jacobi,SVD

[1] Golub G,Van Loan C.Matrix Computations.Johns Hopkins University Press(2nd edition)[M].Baltimore,MD,1989
[2] Gu Ming,Demmel J,Dhillon I.Eficient Computation of the Singular Value Decomposition with Applications to Least Squares Problems[R].Technical Report CS-94-257.Department of Computer Science,University of Tennessee,October 1994
[3] Hestenes M R.Inversion of matrices by biorthogonalization andrelated results[J].JSoc.Indust.Appl.,1958,6(1):51-90
[4] Kotas C,Barhen J.Singular value decomposition utilizing parallel algorithms on graphical processors[C]∥OCEANS 2011.Publication Year,2011:1-7
[5] Lahabar S,Narayanan P J.Singular Value Decomposition onGPU using CUDA[C]∥IEEE International Parallel Distributed Processing Symposium.Hyderabad,2009:1-10
[6] Novakovi V,Singer S.A GPU-based hyperbolic SVD algorithm[M].BIT 51,2011:1009-1030
[7] Liu Ding,et al.A divide-and-conquer approach for solving singular value decomposition on a heterogeneous system[C]∥Proceedings of the ACM International Conference on Computing Frontiers.ACM,2013
[8] Brent R P,Luk F.T.The solution of Singular Value and Symmetric Eigen problems on Multiprocessor Arrays[J].Sct Stat Comput,1985,6:69-84
[9] 张舒,窦衡.基于CUDA的矩阵奇异值分解[J].计算机应用研究,2007,24(6)
[10] http://software.intel.com/en-us/intel-mkl/

No related articles found!
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!