LCS Publication Details
Publication Title: A Stream Algorithm for the SVD
Publication Author: Strumpen, Volker
Additional Authors: Henry Hoffmann, Anant Agarwal
LCS Document Number: MIT-LCS-TM-641
Publication Date: 10-22-2003
LCS Group: Computer Architecture
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We present a stream algorithm for the Singular-Value Decomposition (SVD) of an M X N matrix A. Our algorithm trades speed of numerical convergence for parallelism, and derives from a one-sided, cyclic-by-rows Hestenes SVD. Experimental results show that we can create O(M) parallelism, at the expense of increasing the computational work by less than a factor of about 2. Our algorithm qualifes as a stream algorithm in that it requires no more than a small, bounded amount of local storage per processor and its compute efficiency approaches an optimal 100% asymptotically for large numbers of processors and appropriate problem sizes.
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