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HAL Sorbonne Université
Conference object . 2016
https://doi.org/10.1109/dasip....
Article . 2016 . Peer-reviewed
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Conference object
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Batched Cholesky factorization for tiny matrices

Authors: Lemaitre, Florian; Lacassagne, Lionel;

Batched Cholesky factorization for tiny matrices

Abstract

Many linear algebra libraries, such as the Intel MKL, Magma or Eigen, provide fast Cholesky factorization. These libraries are suited for big matrices but perform slowly on small ones. Even though State-of-the-Art studies begin to take an interest in small matrices, they usually feature a few hundreds rows. Fields like Computer Vision or High Energy Physics use tiny matrices. In this paper we show that it is possible to speedup the Cholesky factorization for tiny matrices by grouping them in batches and using highly specialized code. We provide High Level Transformations that accelerate the factorization for current Intel SIMD architectures (SSE, AVX2, KNC, AVX512). We achieve with these transformations combined with SIMD a speedup from 13 to 31 for the whole resolution compared to the naive code on a single core AVX2 machine and a speedup from 15 to 33 with multithreading compared to the multithreaded naive code.

Country
France
Keywords

[INFO.INFO-AR] Computer Science [cs]/Hardware Architecture [cs.AR], [INFO.INFO-SE] Computer Science [cs]/Software Engineering [cs.SE], multi-thread, [INFO.INFO-DS] Computer Science [cs]/Data Structures and Algorithms [cs.DS], SIMD, [SPI.AUTO] Engineering Sciences [physics]/Automatic, linear algebra, [INFO.INFO-TI] Computer Science [cs]/Image Processing [eess.IV], [INFO.INFO-DC] Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC], tiny matrices, SSE, [INFO.INFO-AO] Computer Science [cs]/Computer Arithmetic, batched factorization, cholesky, AVX

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green