Threewise: a local variance algorithm for GPU
Résumé
Variance computation is commonly used in many fields like in image processing to improve local contrasts. This article is not only about developing and placing an algorithm of variance computation for graphical processors, it will also introduce
its optimisation in terms of precision and computing time in relation to architectural constraints of graphical processors.
Our algorithm enables to improve complexity in O(N log N) and brings a speedup of 112 compared to the classical formulation
and of 4 regarding the optimized Pairwise algorithm.