Abstract
In this paper we studya parallel algorithm for computing the singular value decomposition (SVD) of a product of two matrices on message passing multiprocessors. This algorithm is related to the classical Golub-Kahan method for computing the SVD of a single matrix and the recent work carried out byGolu b et al. for computing the SVD of a general matrix product/quotient. The experimental results of our parallel algorithm, obtained on a network of PCs and a SUN Enterprise 4000, show high performances and scalabilityfor large order matrices.
This research was partiallys upported by the Spanish CICYT project under grant TIC96-1062-C03-01-03.
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Claver, J.M., Mollar, M., Hernández, V. (1999). Parallel Computation of the SVD of a Matrix Product. In: Dongarra, J., Luque, E., Margalef, T. (eds) Recent Advances in Parallel Virtual Machine and Message Passing Interface. EuroPVM/MPI 1999. Lecture Notes in Computer Science, vol 1697. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-48158-3_48
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DOI: https://doi.org/10.1007/3-540-48158-3_48
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