Batched Eigenvalue Decomposition Algorithms for Hermitian Matrices on GPU

Abstract

Batched matrix computing problems are widely existed in scientific computing and engineering applications.With rapid performance improvements,GPU has become an important tool to solve such problems.The eigenvalue decomposition belongs to the two-sided decomposition and must be solved by the iterative algorithm.Iterative numbers for different matrices can be varied.Therefore,designing eigenvalue decomposition algorithms for batched matrices on the GPU is more challenging than designing batched algorithms for the one-sided decomposition,such as LU decomposition.This paper proposes batched algorithms based on the Jacobi algorithms for eigenvalue decomposition of Hermitian matrices.For matrices that cannot reside in shared memory wholly,the block technique is used to improve the arithmetic intensity,thus improving the use of GPU resources.Algorithms presented in this paper run completely on the GPU,avoiding the communication between the CPU and GPU.Kernel fusion is adopted to decrease the overhead of launching kernel and global memory access.Experimental results on V100 GPU show that our algorithms are better than existing works.Performance evaluation results of the Roofline model indicate that our implementations are close to the upper bound,approaching 4.11TFLOPS.

Keywords

• hermitian matrix|eigenvalue decomposition|batch computing|roofline model|performance evaluation