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A GPU-based hyperbolic SVD algorithm
Authors:Vedran Novakovi?  Sanja Singer
Institution:(1) Graduate School of Information Science & Technology, Hokkaido University, Sapporo, Japan;(2) Information Initiative Center, Hokkaido University, Sapporo, Japan
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.
Keywords:
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