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