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  1. NTU Theses and Dissertations Repository
  2. 理學院
  3. 應用數學科學研究所
請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/49445
完整後設資料紀錄
DC 欄位值語言
dc.contributor.advisor王偉仲
dc.contributor.authorYung-Kang Leeen
dc.contributor.author李永康zh_TW
dc.date.accessioned2021-06-15T11:29:01Z-
dc.date.available2016-08-26
dc.date.copyright2016-08-26
dc.date.issued2016
dc.date.submitted2016-08-17
dc.identifier.citation[1] Michael W Berry and Ricardo D Fierro. Low-rank orthogonal decompositions for information retrieval applications. Numerical linear algebra with applications, 3(4):301–327, 1996.
[2] Tony F Chan. Rank revealing qr factorizations. Linear algebra and its applications, 88:67–82, 1987.
[3] Tony F Chan and Per Christian Hansen. Low-rank revealing qr factorizations. Numerical Linear Algebra with Applications, 1(1):33–44, 1994.
[4] Petros Drineas, Ravi Kannan, and Michael W Mahoney. Fast monte carlo algorithms for matrices ii: Computing a low-rank approximation to a matrix. SIAM Journal on Computing, 36(1):158–183, 2006.
[5] Ricardo D Fierro and Per Christian Hansen. Low-rank revealing utv decompositions. Numerical Algorithms, 15(1):37–55, 1997.
[6] Ricardo D Fierro and Per Christian Hansen. Utv expansion pack: Special-purpose rankrevealing algorithms. Numerical Algorithms, 40(1):47–66, 2005.
[7] Ricardo D Fierro, Per Christian Hansen, and Peter S?ren Kirk Hansen. Utv tools: Matlab templates for rank-revealing utv decompositions. Numerical Algorithms, 20(2-3):165–194, 1999.
[8] Shai Fine and Katya Scheinberg. Efficient svm training using low-rank kernel representations. Journal of Machine Learning Research, 2(Dec):243–264, 2001.
[9] Nathan Halko, Per-Gunnar Martinsson, and Joel A Tropp. Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. SIAM review, 53(2):217–288, 2011.
[10] Hao Ji and Yaohang Li. Gpu accelerated randomized singular value decomposition and its application in image compression. Update, 4:5, 2014.
[11] Hui Ji, Chaoqiang Liu, Zuowei Shen, and Yuhong Xu. Robust video denoising using low rank matrix completion. In CVPR, pages 1791–1798. Citeseer, 2010.
[12] Tsung-Lin Lee, Tien-Yien Li, and Zhonggang Zeng. A rank-revealing method with updating, downdating, and applications. part ii. SIAM Journal on Matrix Analysis and Applications, 31(2):503–525, 2009.
[13] Jing-Rebecca Li. Model reduction of large linear systems via low rank system gramians. PhD thesis, Massachusetts Institute of Technology, 2000.
[14] Tien-Yien Li and Zhonggang Zeng. A rank-revealing method with updating, downdating, and applications. SIAM Journal on Matrix Analysis and Applications, 26(4):918–946, 2005.
[15] Stanimire Tomov, Jack Dongarra, and Marc Baboulin. Towards dense linear algebra for hybrid GPU accelerated manycore systems. Parallel Computing, 36(5-6):232–240, June 2010.
[16] Jiani Zhang, Jennifer Erway, Xiaofei Hu, Qiang Zhang, and Robert Plemmons. Randomized svd methods in hyperspectral imaging. Journal of Electrical and Computer Engineering, 2012:3, 2012.
dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/49445-
dc.description.abstractRank is an important characteristic of a matrix. In this thesis, we realize a known efficient rank-revealing algorithm out of MATLAB, into native C++ environment to achieve greater efficiency.
Further more, we utilize the power of GPGPU (General Purpose Graphic Process Unit) to further accelerate the algorithm.
The algorithm gained its efficiency due to utilization of basic BLAS routine instead of more expensive LAPACK routine, which translates well to acceleration on GPGPU.
en
dc.description.provenanceMade available in DSpace on 2021-06-15T11:29:01Z (GMT). No. of bitstreams: 1
ntu-105-R03246003-1.pdf: 527547 bytes, checksum: 98ed0f8000b4c041c514fda61959e1df (MD5)
Previous issue date: 2016
en
dc.description.tableofcontents摘要i
Abstract ii
1 Introduction to Rank Revealing 1
1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Other Rank Revealing algorithm . . . . . . . . . . . . . . . . . . . . . . . . . 2
2 Our Rank Revealing Algorithm 3
2.1 Low Rank Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1.2 Low Rank : First Iteration and Convergence Criteria . . . . . . . . . . 4
2.1.3 Low Rank : Second Iteration and Beyond . . . . . . . . . . . . . . . . 6
2.1.4 Low Rank Algorithm Overview . . . . . . . . . . . . . . . . . . . . . 9
2.1.5 Low Rank Decomposition . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2 Low Rank Updating and Downdating . . . . . . . . . . . . . . . . . . . . . . 11
2.2.1 Updating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2.2 Updating Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2.3 Block Updating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2.4 Downdating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3 High Rank Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.3.2 High Rank: First Iteration . . . . . . . . . . . . . . . . . . . . . . . . 16
2.3.3 High Rank: Second Iteration and Beyond . . . . . . . . . . . . . . . . 17
2.3.4 High Rank Algorithm Overview . . . . . . . . . . . . . . . . . . . . . 18
2.4 Theoretical Difference between this algorithm and other algorithms . . . . . . 20
3 Code Implementation 21
3.1 Low Rank Revealing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.1.1 USV-decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Updating and Downdating . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.3 High Rank Revealing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.3.1 Updating Q and R for next iteration . . . . . . . . . . . . . . . . . . . 24
4 Algorithm on GPU 25
4.1 GPU overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.2 Our Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.3 Implementation of other algorithms . . . . . . . . . . . . . . . . . . . . . . . 27
5 K-Principal Revealing 28
5.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.2 Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
6 Low Rank Multi-Card GPU implementation 31
6.1 Dividing A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
6.2 Implementation Change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
6.3 Calculating Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
6.4 Multi-CPU Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
7 Rank-Revealing Package 34
7.1 Function Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
7.2 How to use the package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
8 Numerical Experiment 37
8.1 Testing Environment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
8.2 Low Rank Theoretical Complexity . . . . . . . . . . . . . . . . . . . . . . . . 38
8.3 Low Rank Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
8.4 K-Principal Revealing Results . . . . . . . . . . . . . . . . . . . . . . . . . . 43
8.5 Low Rank Updating result . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
9 Conclusion 48
Bibliography 50
dc.language.isoen
dc.subjectGPUzh_TW
dc.subject矩陣zh_TW
dc.subject秩zh_TW
dc.subjectC++zh_TW
dc.subjectCUDAzh_TW
dc.subjectGPUen
dc.subjectMatrixen
dc.subjectRank Revealen
dc.subjectC++en
dc.subjectCUDAen
dc.title用CPU 與GPU 來實現找尋矩陣秩的演算法zh_TW
dc.titleRealizations of Rank-Revealing Algorithms on CPU and GPUen
dc.typeThesis
dc.date.schoolyear104-2
dc.description.degree碩士
dc.contributor.oralexamcommittee陳素雲,李宗錂
dc.subject.keyword矩陣,秩,C++,CUDA,GPU,zh_TW
dc.subject.keywordMatrix,Rank Reveal,C++,CUDA,GPU,en
dc.relation.page53
dc.identifier.doi10.6342/NTU201602841
dc.rights.note有償授權
dc.date.accepted2016-08-17
dc.contributor.author-college理學院zh_TW
dc.contributor.author-dept應用數學科學研究所zh_TW
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