Title
A New High Performance and Scalable SVD algorithm on Distributed Memory Systems.
Abstract
This paper introduces a high performance implementation of texttt{Zolo-SVD} algorithm on distributed memory systems, which is based on the polar decomposition (PD) algorithm via the Zolotarevu0027s function (texttt{Zolo-PD}), originally proposed by Nakatsukasa and Freund [SIAM Review, 2016]. Our implementation highly relies on the routines of ScaLAPACK and therefore it is portable. Compared with the other PD algorithms such as the QR-based dynamically weighted Halley method (texttt{QDWH-PD}), texttt{Zolo-PD} is naturally parallelizable and has better scalability though performs more floating-point operations. When using many processes, texttt{Zolo-PD} is usually 1.20 times faster than texttt{QDWH-PD} algorithm, and texttt{Zolo-SVD} can be about two times faster than the ScaLAPACK routine texttt{texttt{PDGESVD}}. These numerical experiments are performed on Tianhe-2 supercomputer, one of the fastest supercomputers in the world, and the tested matrices include some sparse matrices from particular applications and some randomly generated dense matrices with different dimensions. Our texttt{QDWH-SVD} and texttt{Zolo-SVD} implementations are freely available at this https URL
Year
Venue
Field
2018
arXiv: Distributed, Parallel, and Cluster Computing
Parallelizable manifold,Singular value decomposition,Supercomputer,Matrix (mathematics),Computer science,Algorithm,Polar decomposition,ScaLAPACK,Sparse matrix,Scalability
DocType
Volume
Citations 
Journal
abs/1806.06204
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Shengguo Li100.34
Jie Liu2565.62
Yunfei Du37214.62