On Tue, Dec 14, 2010 at 01:49:56PM +0100, Kalb Max wrote:
> Hi,
>
> we compared the GSL-svd to MatLab and found an order of magnitude in
> time performance in favor of MAtLab nearly independent of the matrix
> sizes. We tried 100x52 up to 2000x52 as dimensions of the real matrices,
> which are not sparse.
> For a 800x 52 matrix we have 210 ms with GSL and 7 ms with MatLab for
> the svd for the following commands:
>
> gsl_linalg_SV_decomp_mod(Atempm, X, Vm, S, work)
> gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, Vm, SiD, 0.0, VSiD);
> gsl_blas_dgemm(CblasNoTrans, CblasTrans, 1.0, VSiD, Atempm, 0.0, MoIm);
>
> Any idead how to improve the GSL version?
What BLAS library are you using?
Thomas
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