Using reconfigurable computing technology to accelerate matrix decomposition and applications

Matrix decomposition plays an increasingly significant role in many scientific and engineering applications. Among numerous techniques, Singular Value Decomposition (SVD) and Eigenvalue Decomposition (EVD) are widely used as factorization tools to perform Principal Component Analysis for dimensionality reduction and pattern recognition in image processing, text mining and wireless communications, while QR Decomposition (QRD) and sparse LU Decomposition (LUD) are employed to solve the dense or sparse linear system of equations in bioinformatics, power system and computer vision. Matrix decompositions are computationally expensive and their sequential implementations often fail to meet the requirements of many time-sensitive applications. The emergence of reconfigurable computing has provided a flexible and low-cost opportunity to pursue high-performance parallel designs, and the use of FPGAs has shown promise in accelerating this class of computation. In this research, we have proposed and implemented several highly parallel FPGA-based architectures to accelerate matrix decompositions and their applications in data mining and signal processing. Specifically, in this dissertation we describe the following contributions: • We propose an efficient FPGA-based double-precision floating-point architecture for EVD, which can efficiently analyze large-scale matrices. • We implement a floating-point Hestenes-Jacobi architecture for SVD, which is capable of analyzing arbitrary sized matrices. • We introduce a novel deeply pipelined reconfigurable architecture for QRD, which can be dynamically configured to perform either Householder transformation or Givens rotation in a manner that takes advantage of the strengths of each. • We design a configurable architecture for sparse LUD that supports both symmetric and asymmetric sparse matrices with arbitrary sparsity patterns. • By further extending the proposed hardware solution for SVD, we parallelize a popular text mining tool-Latent Semantic Indexing with an FPGA-based architecture. • We present a configurable architecture to accelerate Homotopy l1-minimization, in which the modification of the proposed FPGA architecture for sparse LUD is used at its core to parallelize both Cholesky decomposition and rank-1 update. Our experimental results using an FPGA-based acceleration system indicate the efficiency of our proposed novel architectures, with application and dimension-dependent speedups over an optimized software implementation that range from 1.5ÃÂ to 43.6ÃÂ in terms of computation time

Sparse Modeling for Image and Vision Processing

In recent years, a large amount of multi-disciplinary research has been conducted on sparse models and their applications. In statistics and machine learning, the sparsity principle is used to perform model selection---that is, automatically selecting a simple model among a large collection of them. In signal processing, sparse coding consists of representing data with linear combinations of a few dictionary elements. Subsequently, the corresponding tools have been widely adopted by several scientific communities such as neuroscience, bioinformatics, or computer vision. The goal of this monograph is to offer a self-contained view of sparse modeling for visual recognition and image processing. More specifically, we focus on applications where the dictionary is learned and adapted to data, yielding a compact representation that has been successful in various contexts.Comment: 205 pages, to appear in Foundations and Trends in Computer Graphics and Visio

Quaternionic Sparse Approximation

ISBN 978-0-8176-4267-9International audienceIn this paper, we introduce a new processing procedure for quaternionic signals through consideration of the well-known orthogonal matching pursuit (OMP), which provides sparse approximation. We present a quaternionic extension, the quaternionic OMP, that can be used to process a right-multiplication linear combination of quaternionic signals. As validation, this quaternionic OMP is applied to simulated data. Deconvolution is carried out and presented here with a new spikegram that is designed for visualization of quaternionic coefficients, and finally this is compared to multivariate OMP

Turbo Bayesian Compressed Sensing

Compressed sensing (CS) theory specifies a new signal acquisition approach, potentially allowing the acquisition of signals at a much lower data rate than the Nyquist sampling rate. In CS, the signal is not directly acquired but reconstructed from a few measurements. One of the key problems in CS is how to recover the original signal from measurements in the presence of noise. This dissertation addresses signal reconstruction problems in CS. First, a feedback structure and signal recovery algorithm, orthogonal pruning pursuit (OPP), is proposed to exploit the prior knowledge to reconstruct the signal in the noise-free situation. To handle the noise, a noise-aware signal reconstruction algorithm based on Bayesian Compressed Sensing (BCS) is developed. Moreover, a novel Turbo Bayesian Compressed Sensing (TBCS) algorithm is developed for joint signal reconstruction by exploiting both spatial and temporal redundancy. Then, the TBCS algorithm is applied to a UWB positioning system for achieving mm-accuracy with low sampling rate ADCs. Finally, hardware implementation of BCS signal reconstruction on FPGAs and GPUs is investigated. Implementation on GPUs and FPGAs of parallel Cholesky decomposition, which is a key component of BCS, is explored. Simulation results on software and hardware have demonstrated that OPP and TBCS outperform previous approaches, with UWB positioning accuracy improved by 12.8x. The accelerated computation helps enable real-time application of this work

Fast Orthonormal Sparsifying Transforms Based on Householder Reflectors

Dictionary learning is the task of determining a data-dependent transform that yields a sparse representation of some observed data. The dictionary learning problem is non-convex, and usually solved via computationally complex iterative algorithms. Furthermore, the resulting transforms obtained generally lack structure that permits their fast application to data. To address this issue, this paper develops a framework for learning orthonormal dictionaries which are built from products of a few Householder reflectors. Two algorithms are proposed to learn the reflector coefficients: one that considers a sequential update of the reflectors and one with a simultaneous update of all reflectors that imposes an additional internal orthogonal constraint. The proposed methods have low computational complexity and are shown to converge to local minimum points which can be described in terms of the spectral properties of the matrices involved. The resulting dictionaries balance between the computational complexity and the quality of the sparse representations by controlling the number of Householder reflectors in their product. Simulations of the proposed algorithms are shown in the image processing setting where well-known fast transforms are available for comparisons. The proposed algorithms have favorable reconstruction error and the advantage of a fast implementation relative to the classical, unstructured, dictionaries

Optimization with Sparsity-Inducing Penalties

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate non-smooth norms. The goal of this paper is to present from a general perspective optimization tools and techniques dedicated to such sparsity-inducing penalties. We cover proximal methods, block-coordinate descent, reweighted $\ell_2$-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provide an extensive set of experiments to compare various algorithms from a computational point of view