Abstract:Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms to cast most operations in terms of the Level-3 BLAS. This paper presents two alternative algorithms for computing a rank-revealing factorization of the form A = UTV * , where U and V are orthogonal and T is triangular. Both algorithms use randomized projection techniques t… Show more
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