GPU implementations for fast factorizations of STAP covariance matrices

Abstract

One of the main goals of the STAP-BOY program has been the implementation of a space-time adaptive processing (STAP) algorithm on graphics processing units (GPUs) with the goal of reducing the processing time. Within the context of GPU implementation, we have further developed algorithms that exploit data redundancy inherent in particular STAP applications. Integration of these algorithms with GPU architecture is of primary importance for fast algorithmic processing times. STAP algorithms involve solving a linear system in which the transformation matrix is a covariance matrix. A standard method involves estimating a covariance matrix from a data matrix, computing its Cholesky factors by one of several methods, and then solving the system by substitution. Some STAP applications have redundancy in successive data matrices from which the covariance matrices are formed. For STAP applications in which a data matrix is updated with the addition of a new data row at the bottom and the elimination of the oldest data in the top of the matrix, a sequence of data matrices have multiple rows in common. Two methods have been developed for exploiting this type of data redundancy when computing Cholesky factors. These two methods are referred to as 1) Fast QR factorizations of successive data matrices 2) Fast Cholesky factorizations of successive covariance matrices. We have developed GPU implementations of these two methods. We show that these two algorithms exhibit reduced computational complexity when compared to benchmark algorithms that do not exploit data redundancy. More importantly, we show that when these algorithmic improvements are optimized for the GPU architecture, the processing times of a GPU implementation of these matrix factorization algorithms may be greatly improved.