Summary
the 2014 International Symposium on Nonlinear Theory and its Applications
2014
Session Number:B2L-B
Session:
Number:B2L-B5
Fast Recurrence Quantification Analysis on GPUs
Tobias Rawald, Mike Sips, Norbert Marwan, Doris Dransch,
pp.325-328
Publication Date:2014/9/14
Online ISSN:2188-5079
Summary:
In this paper we present a novel computing approach for conducting recurrence quantification analysis. It utilises the concepts of Divide and Recombine to distribute the detection of vertical and diagonal lines in a recurrence matrix among multiple graphics card processors. We employ our approach to calculate recurrence quantification measures based on an hourly air temperature record of Potsdam, a time series with more than one million data points. The proposed calculation scheme reduces the computing time drastically; from more than 6 h using a singlethreaded CPU implementation to about 5 min using two graphics card processors.