Modifying the singular value decomposition on the connection machine

Jesse L. Barlow, Peter A. Yoon

Research output: Contribution to journalArticlepeer-review

Abstract

A fully parallel algorithm for updating and downdating the singular value decompositions (SVD's) of an m-by-n (m ≥ n) matrix A is described. The algorithm uses similar chasing techniques for modifying the SVD's described in [3], but requires fewer plane rotations, and can be implemented almost identically for both updating and downdating. Both cyclic and consecutive storage schemes are considered in parallel implementation. We show that the latter scheme outperforms the former on a distributed memory MIMD multiprocessor. We present the experimental results on the 32-node Connection Machine (CM-5).

Original languageEnglish (US)
Pages (from-to)145-170
Number of pages26
JournalInternational Journal of High Speed Computing
Volume8
Issue number2
DOIs
StatePublished - Jun 1996

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Computational Theory and Mathematics

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