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Fast block QR update in digital signal processing

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Abstract

The processing of digital sound signals often requires the computation of the QR factorization of a rectangular system matrix. However, sometimes, only a given (and probably small) part of the system matrix varies from the current sample to the next one. We exploit this fact to reuse some computations carried out to process the former sample in order to save execution time in the processing of the current sample. These savings can be critical for real-time applications running on low power consumption devices with high mobility. In addition, we propose a simple out-of-order task-parallel algorithm for the QR factorization using OpenMP that exploits the multicore capability of modern processors. Furthermore, in the presence of a Graphics Processing Unit (GPU) in the system, our algorithm is able to off-load some tasks to the GPU to accelerate the computation on these hardware devices.

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Notes

  1. For the sake of simplicity we omit here the exact procedure to build the new rows of the system matrix from the sample.

  2. In order to save space in the document we have annotated the algorithms with OpenMP tags that will be explained later. The sequential version arises from simply deleting these OpenMP directives.

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Acknowledgements

This work was supported by the Spanish Ministry of Economy and Competitiveness under MINECO and FEDER projects TEC2015-67387-C4-1-R and TIN2014-53495-R; and the Generalitat Valenciana PROMETEOII/2014/003.

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Authors and Affiliations

  1. Depto. de Sistemas Informáticos y Computación, Universitat Politècnica de València, Valencia, Spain

    Fran J. Alventosa, Pedro Alonso & Antonio M. Vidal

  2. Instituto de Telecomunicaciones y Aplicaciones Multimedia (iTEAM), Universitat Politècnica de València, Valencia, Spain

    Gema Piñero

  3. Dept. Ingeniería y Ciencia de Computadores, Universidad Jaume I, Castellón, Spain

    Enrique S. Quintana-Ortí

Authors
  1. Fran J. Alventosa
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  2. Pedro Alonso
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  3. Antonio M. Vidal
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  4. Gema Piñero
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  5. Enrique S. Quintana-Ortí
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Correspondence to Pedro Alonso.

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Alventosa, F.J., Alonso, P., Vidal, A.M. et al. Fast block QR update in digital signal processing. J Supercomput 75, 1051–1064 (2019). https://doi.org/10.1007/s11227-018-2298-5

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  • DOI: https://doi.org/10.1007/s11227-018-2298-5

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