Parallel SVD Algorithm for a Three-Diagonal Matrix on a Video Card Using the Nvidia CUDA Architecture

SVD (Singular Value Decomposition) algorithm is used in recommendation systems, machine learning, image processing, and in various algorithms for working with matrices which can be very large and Big Data, so, given the peculiarities of this algorithm, it can be performed on a large number of computing threads that have only video cards.CUDA is a parallel computing platform and application programming interface model created by Nvidia. It allows software developers and software engineers to use a CUDA-enabled graphics processing unit for general purpose processing – an approach termed GPGPU (general-purpose computing on graphics processing units). The GPU provides much higher instruction throughput and memory bandwidth than the CPU within a similar price and power envelope. Many applications leverage these higher capabilities to run faster on the GPU than on the CPU. Other computing devices, like FPGAs, are also very energy efficient, but they offer much less programming flexibility than GPUs.The developed modification uses the CUDA architecture, which is intended for a large number of simultaneous calculations, which allows to quickly process matrices of very large sizes. The algorithm of parallel SVD for a three-diagonal matrix based on the Givents rotation provides a high accuracy of calculations. Also the algorithm has a number of optimizations to work with memory and multiplication algorithms that can significantly reduce the computation time discarding empty iterations.This article proposes an approach that will reduce the computation time and, consequently, resources and costs. The developed algorithm can be used with the help of a simple and convenient API in C ++ and Java, as well as will be improved by using dynamic parallelism or parallelization of multiplication operations. Also the obtained results can be used by other developers for comparison, as all conditions of the research are described in detail, and the code is in free access.