An Implementation of the Singular Value Decomposition on the Connection Machine CM-2
NAVAL RESEARCH LAB WASHINGTON DC
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In modern digital signal processing, the singular value decomposition is increasingly recognized as an important mathematical tool. The true measure of usefulness of such a tool is very much dependent on the ability to compute it at supercomputer throughput rates. This report describes an implementation of the singular value decomposition SVD on the Connection Machine CM-2 using parallel Fortran. The algorithm is based on Hesteness, which is a Jacobi iteration in which pairs of rows are rotated to become orthogonal. The Fortran implementation of this algorithm on a full CM-2 is comparable in execution speed to the Linpack implementation on a Convex C220 processor.
- Computer Programming and Software