Parallel matrix inversion techniques

In this paper, we present techniques for inverting sparse, symmetric and positive definite matrices on parallel and distributed computers. We propose two algorithms, one for SIMD implementation and the other for MIMD implementation. These algorithms are modified versions of Gaussian elimination and they take into account the sparseness of the matrix. Our algorithms perform better than the general parallel Gaussian elimination algorithm. In order to demonstrate the usefulness of our technique, we implemented the snake problem using our sparse matrix algorithm. Our studies reveal that the proposed sparse matrix inversion algorithm significantly reduces the time taken for obtaining the solution of the snake problem. In this paper, we present the results of our experimental work.

Frequency-domain beamformers using conjugate gradient techniques for speech enhancement

A multiple-iteration constrained conjugate gradient (MICCG) algorithm and a single-iteration constrained conjugate gradient (SICCG) algorithm are proposed to realize the widely used frequency-domain minimum-variance-distortionless-response (MVDR) beamformers and the resulting algorithms are applied to speech enhancement. The algorithms are derived based on the Lagrange method and the conjugate gradient techniques. The implementations of the algorithms avoid any form of explicit or implicit autocorrelation matrix inversion. Theoretical analysis establishes formal convergence of the algorithms. Specifically, the MICCG algorithm is developed based on a block adaptation approach and it generates a finite sequence of estimates that converge to the MVDR solution. For limited data records, the estimates of the MICCG algorithm are better than the conventional estimators and equivalent to the auxiliary vector algorithms. The SICCG algorithm is developed based on a continuous adaptation approach with a sample-by-sample updating procedure and the estimates asymptotically converge to the MVDR solution. An illustrative example using synthetic data from a uniform linear array is studied and an evaluation on real data recorded by an acoustic vector sensor array is demonstrated. Performance of the MICCG algorithm and the SICCG algorithm are compared with the state-of-the-art approaches.