13504

RSVDPACK: Subroutines for computing partial singular value decompositions via randomized sampling on single core, multi core, and GPU architectures

Sergey Voronin, Per-Gunnar Martinsson
arXiv:1502.05366 [math.NA], (18 Feb 2015)

@article{voronin2015rsvdpack,

   title={RSVDPACK: Subroutines for computing partial singular value decompositions via randomized sampling on single core, multi core, and GPU architectures},

   author={Voronin, Sergey and Martinsson, Per-Gunnar},

   year={2015},

   month={feb},

   archivePrefix={"arXiv"},

   primaryClass={math.NA}

}

Download Download (PDF)   View View   Source Source   Source codes Source codes

Package:

788

views

This document describes an implementation in C of a set of randomized algorithms for computing partial Singular Value Decompositions (SVDs). The techniques largely follow the prescriptions in the article "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions," N. Halko, P.G. Martinsson, J. Tropp, SIAM Review, 53(2), 2011, pp. 217-288, but with some modifications to improve performance. The codes implement a number of low rank SVD computing routines for three different sets of hardware: (1) single core CPU, (2) multi core CPU, and (3) massively multicore GPU.
Rating: 2.5. From 1 vote.
Please wait...

* * *

* * *

HGPU group © 2010-2017 hgpu.org

All rights belong to the respective authors

Contact us: