A Stream Algorithm for the SVD

We present a stream algorithm for the Singular-Value Decomposition (SVD) of anM 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 showthat we can create O(M) parallelism, at the expense of...

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Bibliographic Details
Main Authors: Strumpen, Volker, Hoffmann, Henry, Agarwal, Anant
Other Authors: Computer Architecture
Language:en_US
Published: 2005
Online Access:http://hdl.handle.net/1721.1/30429