The International Conference for High Performance Computing, Networking, Storage, and Analysis
The International Conference for High Performance Computing, Networking, Storage, and Analysis
Workshop:11th Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems
Authors: Drew Schmidt (Oak Ridge National Laboratory)
Abstract: The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as Principal Components Analysis (PCA) and linear regression. Usually these applications arise on data that has far more rows than columns, so-called "tall/skinny" matrices. In the big data analytics context, this may take the form of hundreds of millions to billions of rows with only a few hundred columns. There is a need, therefore, for fast, accurate, and scalable tall/skinny SVD implementations which can fully utilize modern computing resources. To that end, we present a survey of three different algorithms for computing the SVD for these kinds of tall/skinny data layouts using MPI for communication. We contextualize these with common big data analytics techniques, principally PCA. Finally, we present both CPU and GPU timing results from the Summit supercomputer, and discuss possible alternative approaches.