Fast block QR update in digital signal processing

  • Fran J. Alventosa
  • Pedro Alonso
  • Antonio M. Vidal
  • Gema Piñero
  • Enrique S. Quintana-Ortí
Article
  • 20 Downloads

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.

Keywords

QR factorization QR update jagged Matrix Real time Block QR 

Notes

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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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Depto. de Sistemas Informáticos y ComputaciónUniversitat Politècnica de ValènciaValenciaSpain
  2. 2.Instituto de Telecomunicaciones y Aplicaciones Multimedia (iTEAM)Universitat Politècnica de ValènciaValenciaSpain
  3. 3.Dept. Ingeniería y Ciencia de ComputadoresUniversidad Jaume ICastellónSpain

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