A GPU-based hyperbolic SVD algorithm

Details A GPU-based hyperbolic SVD algorithm A GPU-based hyperbolic SVD algorithm

2010-08-07

arxiv.org/abs/1008.1371v2

BIT 51 (2011) 1009-1030

Computer Science

Numerical Analysis

Accepted for publication in BIT Numerical Mathematics

Scientific paper

10.1007/s10543-011-0333-5

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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