LocalPower-SVD

Implementation and analysis of of methods for distributed/parallel Singular Value Decomposition using local power iteration. distributed/parallel SVD [[2002.08014v4.pdf]]

Computation Time

(M workers vs. P iterations) vs. Computation Time Reduced communication efficiency with smaller $P$ iterations $O(dkm)$ communication complexity : for each communication, after P iterations

Accuracy

(M Workers vs. P iterations) vs. Error Reduced accuracy with larger values of $P$ and for smaller granularity of sub-matrices (More Workers $M$)

Sign fixing on Local Step

Reduces the complexity of local workers, $D^{(i)}_t [j, j] = sgn ( 〈 Z^{(i)} _t [:, j] , Z^{(1)} _t [:, j] 〉 ) , ∀ j ∈ [k]$