Compressed Sensing on GPUs

PI Name Vishwas Rao
PI Institution Argonne National Laboratory
Collaborating ANL Division Materials Science (MSD)
Collaborating Institutions Argonne National Laboratory
Project Description

The team is exploring a new method to recover the sparse discrete Fourier transform (DFT) of a signal that is both noisy and potentially incomplete, with missing values. The problem is formulated as a penalized least-squares minimization based on the inverse discrete Fourier transform (IDFT) with an -penalty term, reformulated to be solvable using a primal-dual interior point method (IPM). Although Krylov methods are not typically used to solve Karush-Kuhn-Tucker (KKT) systems arising in IPMs due to their ill-conditioning, the researchers employ a tailored preconditioner and establish new asymptotic bounds on the condition number of preconditioned KKT matrices. Thanks to this dedicated preconditioner — and the fact that FFT and IFFT operate as linear operators without requiring explicit matrix materialization — KKT systems can be solved efficiently at large scales in a matrix-free manner. The team has demonstrated their algorithms with numerical results from a Julia implementation leveraging GPU-accelerated interior point methods, Krylov methods, and FFT toolkits demonstrate the scalability of our approach on GV100. They are using JLSE computing resources to benchmark our approach on new GPUs.

Testbed

NVIDIA GH200, AMD MI300A, AMD MI300X