Computing the singular value decomposition on the Connection Machine

Abstract

Consideration is given to the computation of the singular value decomposition (SVD) on the Connection Machine (CM). Brief descriptions of the Lisp language and some typical matrix manipulating functions are given. Implementation details of various Jacobi-SVD algorithms on an 8192-processor CM are presented. For n*n matrices, where n<or=64, the decomposition is computed in time O(n) per sweep.<<ETX>>