计算机科学 ›› 2014, Vol. 41 ›› Issue (6): 63-68.doi: 10.11896/j.issn.1002-137X.2014.06.013

• 网络与通信 • 上一篇    下一篇

基于GPU的并行奇异值分解最小平方估计算法

李繁,金明录,刘继   

  1. 大连理工大学电子信息与电气工程学部 大连116024;新疆财经大学网络与实验教学中心 乌鲁木齐830012;大连理工大学电子信息与电气工程学部 大连116024;新疆财经大学统计与信息学院 乌鲁木齐830012
  • 出版日期:2018-11-14 发布日期:2018-11-14
  • 基金资助:
    本文受国家自然科学基金(71261025)资助

GPU-based Parallel SVD Least Squares Estimation Algorithm

LI Fan,JIN Ming-lu and LIU Ji   

  • Online:2018-11-14 Published:2018-11-14

摘要: 对奇异值分解(SVD)求解最小平方估计的问题进行了研究。提出迭代式分割与合并的算法(IDMSVD),目的是解决奇异值分解在估计参数时非常耗费内存空间的问题。基于IDMSVD提出了并行IDMSVD算法,并使用GPU实现之。实验结果显示,IDMSVD可以有效地解决SVD求最小平方解耗费运行时间与内存空间的问题,并行IDMSVD算法可进一步改善IDMSVD的运行时间。

关键词: 奇异值分解,最小平方估计,并行处理 中图法分类号TP393文献标识码A

Abstract: Singular value decomposition (SVD) for solving least-squares estimation problem was studied.The proposed iterative divide and merge algorithm (IDMSVD) which aims to improve the singular value decomposition in the estimation of parameters is very time-and memory space-consuming.Based on IDMSVD,a parallel IDMSVD algorithm was proposed and realized using the Nvidia GPUs.The experimental results show that IDMSVD can effectively improve the minimum run time and memory space consuming problems in the SVD squares solution,and the prallel IDMSVD algorithm can further improve IDMSVD operation time.

Key words: SVD,Least squares estimation,Parallel processing

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