International Business Machines Corporation
Eigenvalue decomposition with stochastic optimization

Abstract:

A computer-implemented method for Eigenpair computation is provided. The method includes computing, her a hardware processor, an Eigenvector and respective Eigenvalues of the Eigenvector of a matrix by using a modified Stochastic Optimization process including performing a matrix vector product on a Resistive Processing Unit (RPU) crossbar array operatively coupled to the hardware processor and performing a scalar vector product on a digital device operatively coupled to the hardware processor and representing, for each of an Eigenpair, an initial guess for the Eigenvector and the respective Eigenvalues. The computing step includes storing the matrix in the RPU crossbar array.