A relaxation scheme for increasing the parallelism in Jacobi-SVD
The Singular Value Decomposition (SVD) is a vital problem that finds a place in numerous application domains in science and engineering. As an example, SVDs are used in processing voluminous datasets. Many sequential and parallel algorithms have been proposed to compute SVDs. The best known sequential algorithms take cubic time. This amount of time may not be acceptable especially when the data size is large. Thus parallel algorithms are desirable. In this paper, we present a novel technique for the parallel computation of SVDs. This technique yields impressive speedups. We discuss implementation of our technique on parallel models of computing such as the mesh and the PRAM. We also present an experimental evaluation of our technique. (c) 2008 Elsevier Inc. All rights reserved.
singular value decomposition two-sided jacobi one-sided jacobi