TY - JOUR
T1 - EFFICIENT PARALLEL NON-NEGATIVE LEAST SQUARES ON MULTI-CORE ARCHITECTURES
JF - SIAM Journal on Scientific Computing
Y1 - 2011
A1 - Luo,Y.
A1 - Duraiswami, Ramani
AB - We parallelize a version of the active-set iterative algorithm derived from the originalworks of Lawson and Hanson [Solving Least Squares Problems, Prentice-Hall, 1974] on multicore architectures. This algorithm requires the solution of an unconstrained least squares problem in every step of the iteration for a matrix composed of the passive columns of the original system matrix. To achieve improved performance, we use parallelizable procedures to efficiently update and downdate the QR factorization of the matrix at each iteration, to account for inserted and removed columns. We use a reordering strategy of the columns in the decomposition to reduce computation and memory access costs. We consider graphics processing units (GPUs) as a new mode for efficient parallel computations and compare our implementations to that of multicore CPUs. Both synthetic and nonsynthetic data are used in the experiments.
VL - 33
CP - 5
ER -