At Tue, 14 Dec 2010 13:49:56 +0100,
Kalb Max wrote:
> We could live with less precise singular values, since we throw away the 
> smallest ones. Additionally, we do not need the according vectors of the 
> U-matrix.
> 
> Any idead how to improve the GSL version?

As mentioned, you could try ATLAS for the BLAS.  Otherwise I'd suggest
profiling the code.  On GNU/Linux I would use valgrind for that.

The algorithm implemented in GSL is not as sophisticated as the one in
LAPACK (which is what MATLAB actually uses I believe) so there's a
limit to what can be done without implementing that algorithm.

-- 
Brian Gough


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