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High Performance Polar Decomposition on Distributed Memory Systems

  • Dalal Sukkari
  • Hatem LtaiefEmail author
  • David Keyes
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9833)

Abstract

The polar decomposition of a dense matrix is an important operation in linear algebra. It can be directly calculated through the singular value decomposition (SVD) or iteratively using the QR dynamically-weighted Halley algorithm (QDWH). The former is difficult to parallelize due to the preponderant number of memory-bound operations during the bidiagonal reduction. We investigate the latter scenario, which performs more floating-point operations but exposes at the same time more parallelism, and therefore, runs closer to the theoretical peak performance of the system, thanks to more compute-bound matrix operations. Profiling results show the performance scalability of QDWH for calculating the polar decomposition using around 9200 MPI processes on well and ill-conditioned matrices of 100 K \(\times \) 100 K problem size. We study then the performance impact of the QDWH-based polar decomposition as a pre-processing step toward calculating the SVD itself. The new distributed-memory implementation of the QDWH-SVD solver achieves up to five-fold speedup against current state-of-the-art vendor SVD implementations.

Keywords

Singular Value Decomposition Singular Vector Polar Decomposition Message Passing Interface Process Numerical Robustness 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgment

For computer time, this research used the resources from the Swiss National Supercomputing Centre (CSCS) in Lugano, Switzerland.

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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Extreme Computing Research Center, Division of Computer, Electrical, and Mathematical Sciences and EngineeringKing Abdullah University of Science and TechnologyThuwalKingdom of Saudi Arabia

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