2009 Volume 1 Pages 48-51
The I-SVD algorithm is a singular value decomposition algorithm consisting of the mdLVs scheme and the dLV twisted factorization. By assigning each piece of computations to each core of a multi-core processor, the I-SVD algorithm is parallelized partly. The basic idea is a use of splitting and deflation in the mdLVs. The splitting divides a bidiagonal matrix into two smaller matrices. The deflation gives one of the singular values, and then the corresponding singular vector becomes computable by the dLV. Numerical experiments are done on a multi-core processor, and the algorithm can be about 5 times faster with 8 cores.