We consider algorithms for going from a full'' matrix to a condensed band bidiagonal'' form using orthogonal transformations. We use the framework of algorithms by tiles''. Within this framework, we study: (i) the tiled bidiagonalization algorithm , which is a tiled version of the standard scalar bidiagonalization algorithm; and (ii) the R-bidiagonalization algorithm , which is a tiled version of the algorithm which consists in first performing the QR factorization of the initial matrix, then performing the band-bidiagonalization of the R-factor. For both bidiagonalization algorithms and , we use four main types of reduction trees, namely , , , and a newly introduced auto-adaptive tree, . We provide a study of critical path lengths for these tiled algorithms, which shows that (i) has a shorter critical path length than for tall and skinny matrices, and (ii) based schemes are much better than earlier proposed variants with unbounded resources. We provide experiments on a single multicore node, and on a few multicore nodes of a parallel distributed shared-memory system, to show the superiority of the new algorithms on a variety of matrix sizes, matrix shapes and core counts.
Preprocessing the bidiagonalization with a QR factorization (preQR step). In 1982, Chan @cite_5 explains that, for tall-and-skinny matrices, in order to perform less flops, one can pre-process the bidiagonalization step (GE2BD) with a QR factorization. In other words, Chan propose to do preQR( @math , @math )+GE2BD( @math , @math ) instead of GE2BD( @math , @math ). A curiosity of this algorithm is that it introduces nonzeros where zeros were previously introduced; yet, there is a gain in term of flops. Chan proves that the crossover points when preQR( @math , @math )+GE2BD( @math , @math ) performs less flops than GE2BD( @math , @math ) is when @math is greater than @math . Chan also proved that, asymptotically, preQR( @math , @math )+GE2BD( @math , @math ) will perform half the flops than GE2BD( @math , @math ) for a fixed @math and @math going to infinity. If the singular vectors are sought, preQR has more overhead: (1) the crossover point is moved to more tall-and-skinny matrices, and there is less gain; also (2) there is some complication as far as storage goes.
@cite_5
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We describe an implementation of the Communication-Avoiding QR (CAQR) factorization that runs entirely on a single graphics processor (GPU). We show that the reduction in memory traffic provided by CAQR allows us to outperform existing parallel GPU implementations of QR for a large class of tall-skinny matrices. Other GPU implementations of QR handle panel factorizations by either sending the work to a general-purpose processor or using entirely bandwidth-bound operations, incurring data transfer overheads. In contrast, our QR is done entirely on the GPU using compute-bound kernels, meaning performance is good regardless of the width of the matrix. As a result, we outperform CULA, a parallel linear algebra library for GPUs by up to 17x for tall-skinny matrices and Intel's Math Kernel Library (MKL) by up to 12x. We also discuss stationary video background subtraction as a motivating application. We apply a recent statistical approach, which requires many iterations of computing the singular value decomposition of a tall-skinny matrix. Using CAQR as a first step to getting the singular value decomposition, we are able to get the answer 3x faster than if we use a traditional bandwidth-bound GPU QR factorization tuned specifically for that matrix size, and 30x faster than if we use Intel's Math Kernel Library (MKL) singular value decomposition routine on a multicore CPU. We present a new efficient algorithm for the search version of the approximate Closest Vector Problem with Preprocessing (CVPP). Our algorithm achieves an approximation factor of O(n sqrt log n ), improving on the previous best of O(n^ 1.5 ) due to Lag arias, Lenstra, and Schnorr hkzbabai . We also show, somewhat surprisingly, that only O(n) vectors of preprocessing advice are sufficient to solve the problem (with the slightly worse approximation factor of O(n)). We remark that this still leaves a large gap with respect to the decisional version of CVPP, where the best known approximation factor is O(sqrt n log n ) due to Aharonov and Regev AharonovR04 . To achieve these results, we show a reduction to the same problem restricted to target points that are close to the lattice and a more efficient reduction to a harder problem, Bounded Distance Decoding with preprocessing (BDDP). Combining either reduction with the previous best-known algorithm for BDDP by Liu, Lyubashevsky, and Micciancio LiuLM06 gives our main result. In the setting of CVP without preprocessing, we also give a reduction from (1+eps)gamma approximate CVP to gamma approximate CVP where the target is at distance at most 1+1 eps times the minimum distance (the length of the shortest non-zero vector) which relies on the lattice sparsification techniques of Dadush and Kun DadushK13 . As our final and most technical contribution, we present a substantially more efficient variant of the LLM algorithm (both in terms of run-time and amount of preprocessing advice), and via an improved analysis, show that it can decode up to a distance proportional to the reciprocal of the smoothing parameter of the dual lattice MR04 . We show that this is never smaller than the LLM decoding radius, and that it can be up to an wide tilde Omega (sqrt n ) factor larger. We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x,y)=f(x)+Q(x,y)+g(y), where f and g are proper lower semicontinuous functions, defined on Euclidean spaces, and Q is a smooth function that couples the variables x and y. The algorithm can be viewed as a proximal regularization of the usual Gauss-Seidel method to minimize L. We work in a nonconvex setting, just assuming that the function L satisfies the Kurdyka-Łojasiewicz inequality. An entire section illustrates the relevancy of such an assumption by giving examples ranging from semialgebraic geometry to “metrically regular” problems. Our main result can be stated as follows: If L has the Kurdyka-Łojasiewicz property, then each bounded sequence generated by the algorithm converges to a critical point of L. This result is completed by the study of the convergence rate of the algorithm, which depends on the geometrical properties of the function L around its critical points. When specialized to @math and to f, g indicator functions, the algorithm is an alternating projection mehod (a variant of von Neumann's) that converges for a wide class of sets including semialgebraic and tame sets, transverse smooth manifolds or sets with “regular” intersection. To illustrate our results with concrete problems, we provide a convergent proximal reweighted l1 algorithm for compressive sensing and an application to rank reduction problems. We present new high performance numerical kernels combined with advanced optimization techniques that significantly increase the performance of parallel bidiagonal reduction. Our approach is based on developing efficient fine-grained computational tasks as well as reducing overheads associated with their high-level scheduling during the so-called bulge chasing procedure that is an essential phase of a scalable bidiagonalization procedure. In essence, we coalesce multiple tasks in a way that reduces the time needed to switch execution context between the scheduler and useful computational tasks. At the same time, we maintain the crucial information about the tasks and their data dependencies between the coalescing groups. This is the necessary condition to preserve numerical correctness of the computation. We show our annihilation strategy based on multiple applications of single orthogonal reflectors. Despite non-trivial characteristics in computational complexity and memory access patterns, our optimization approach smoothly applies to the annihilation scenario. The coalescing positively influences another equally important aspect of the bulge chasing stage: the memory reuse. For the tasks within the coalescing groups, the data is retained in high levels of the cache hierarchy and, as a consequence, operations that are normally memory-bound increase their ratio of computation to off-chip communication and become compute-bound which renders them amenable to efficient execution on multicore architectures. The performance for the new two-stage bidiagonal reduction is staggering. Our implementation results in up to 50-fold and 12-fold improvement ( 130 Gflop s) compared to the equivalent routines from LAPACK V3.2 and Intel MKL V10.3, respectively, on an eight socket hexa-core AMD Opteron multicore shared-memory system with a matrix size of 24000 &#x00D7; 24000. Last but not least, we provide a comprehensive study on the impact of the coalescing group size in terms of cache utilization and power consumption in the context of this new two-stage bidiagonal reduction.