3,123 research outputs found
A hierarchically blocked Jacobi SVD algorithm for single and multiple graphics processing units
We present a hierarchically blocked one-sided Jacobi algorithm for the
singular value decomposition (SVD), targeting both single and multiple graphics
processing units (GPUs). The blocking structure reflects the levels of GPU's
memory hierarchy. The algorithm may outperform MAGMA's dgesvd, while retaining
high relative accuracy. To this end, we developed a family of parallel pivot
strategies on GPU's shared address space, but applicable also to inter-GPU
communication. Unlike common hybrid approaches, our algorithm in a single GPU
setting needs a CPU for the controlling purposes only, while utilizing GPU's
resources to the fullest extent permitted by the hardware. When required by the
problem size, the algorithm, in principle, scales to an arbitrary number of GPU
nodes. The scalability is demonstrated by more than twofold speedup for
sufficiently large matrices on a Tesla S2050 system with four GPUs vs. a single
Fermi card.Comment: Accepted for publication in SIAM Journal on Scientific Computin
Symmetric Tensor Decomposition by an Iterative Eigendecomposition Algorithm
We present an iterative algorithm, called the symmetric tensor eigen-rank-one
iterative decomposition (STEROID), for decomposing a symmetric tensor into a
real linear combination of symmetric rank-1 unit-norm outer factors using only
eigendecompositions and least-squares fitting. Originally designed for a
symmetric tensor with an order being a power of two, STEROID is shown to be
applicable to any order through an innovative tensor embedding technique.
Numerical examples demonstrate the high efficiency and accuracy of the proposed
scheme even for large scale problems. Furthermore, we show how STEROID readily
solves a problem in nonlinear block-structured system identification and
nonlinear state-space identification
A method for inferring hierarchical dynamics in stochastic processes
Complex systems may often be characterized by their hierarchical dynamics. In
this paper do we present a method and an operational algorithm that
automatically infer this property in a broad range of systems; discrete
stochastic processes. The main idea is to systematically explore the set of
projections from the state space of a process to smaller state spaces, and to
determine which of the projections that impose Markovian dynamics on the
coarser level. These projections, which we call Markov projections, then
constitute the hierarchical dynamics of the system. The algorithm operates on
time series or other statistics, so a priori knowledge of the intrinsic
workings of a system is not required in order to determine its hierarchical
dynamics. We illustrate the method by applying it to two simple processes; a
finite state automaton and an iterated map.Comment: 16 pages, 12 figure
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