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BIT Numerical Mathematics

, Volume 51, Issue 4, pp 1009–1030 | Cite as

A GPU-based hyperbolic SVD algorithm

  • Vedran NovakovićEmail author
  • Sanja Singer
Article

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

One-sided Jacobi algorithm Hyperbolic singular value decomposition Symmetric indefinite eigenvalue problem GPU parallel programming 

Mathematics Subject Classification (2000)

65F15 65Y05 65Y10 

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Copyright information

© Springer Science + Business Media B.V. 2011

Authors and Affiliations

  1. 1.Faculty of Mechanical Engineering and Naval ArchitectureUniversity of ZagrebZagrebCroatia

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