Reducing the amount of out‐of‐core data access for GPU‐accelerated randomized SVD

We propose two acceleration methods, namely, Fused and Gram, for reducing out‐of‐core data access when performing randomized singular value decomposition (RSVD) on graphics processing units (GPUs). Out‐of‐core data here are data that are too large to fit into the GPU memory at once. Both methods accelerate GPU‐enabled RSVD using the following three schemes: (1) a highly tuned general matrix‐matrix multiplication (GEMM) scheme for processing out‐of‐core data on GPUs; (2) a data‐access reduction scheme based on one‐dimensional data partition; and (3) a first‐in, first‐out scheme that reduces CPU‐GPU data transfer using the reverse iteration. The Fused method further reduces the amount of out‐of‐core data access by merging two GEMM operations into a single operation. By contrast, the Gram method reduces both in‐core and out‐of‐core data access by explicitly forming the Gram matrix. According to our experimental results, the Fused and Gram methods improved the RSVD performance up to 1.7× and 5.2×, respectively, compared with a straightforward method that deploys schemes (1) and (2) on the GPU. In addition, we present a case study of deploying the Gram method for accelerating robust principal component analysis, a convex optimization problem in machine learning.