Hi, I have to compute the singular value decomposition of rather large matrices. My test matrix is 10558 by 4255 and it takes about three minutes in R to decompose on a 64bit quadruple core linux machine. (R is running svd in parallel, all four cores are at their maximum load while doing this.) I tried several blas and lapack libraries as well as the gnu scientific library in my C++ programm. Apart from being unable to have them do svd in parallel mode (although I thought I did everything to make them do it in parallel) execution time always exceeds 25 minutes which is still way more than the expected 12 minutes for the non-parallel R code.
I am now going to call R from within my program, but this not very elegant. So my questions are: Does R use a special svd-routine and is it possible to use it directly by linking in the relevant libraries? (Sorry but I couldn't figure that out by looking at the source code.) If that is possible, can I have the code run in parallel mode? Thanks, Ralf ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
