TitleAn FPGA Implementation of the Hestenes-Jacobi Algorithm for Singular Value Decomposition
Publication TypeConference Papers
2014
AuthorsX. Wang and J. Zambreno
Conference NameProceedings of the Reconfigurable Architectures Workshop (RAW)
Date PublishedMay

As a useful tool for dimensionality reduction, Singular Value Decomposition (SVD) plays an increasingly significant role in many scientific and engineering applications. The high computational complexity of SVD poses challenges for efficient signal processing and data analysis systems, especially for time-sensitive applications with large data sets. While the emergence of FPGAs provides a flexible and low-cost opportunity to pursue high-performance SVD designs, the classical two-sided Jacobi rotation-based SVD architectures are restricted in terms of scalability and input matrix representation. The Hestenes-Jacobi algorithm offers a more parallelizable solution to analyze arbitrary rectangular matrices; however, to date both FPGA and GPU-based implementations have not lived up to the algorithm’s potential. In this paper, we introduce a floating-point Hestenes-Jacobi architecture for SVD, which is capable of analyzing arbitrary sized matrices. Our implementation on an FPGA-based hybrid acceleration system demonstrates improved efficiency of our architecture compared to an optimized software-based SVD solution for matrices with small to medium column dimensions, even with comparably large row dimensions. The dimensional speedups can be achieved range from 3.8x to 43.6x for matrices with column dimensions from 128 to 256 and row sizes from 128 to 2048. Additionally, we also evaluate the accuracy of our SVD process through convergence analysis.

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