Re: [eigen] HELP : SVD too slow

[Helmut Jarausch <jarausch@xxxxxxxxxxxxxxxxxxx>]

On 06/29/2012 10:21:25 AM, Gaurav Gupta wrote:
> I opted for eigen3 to improve speed of my program than on MATLAB, but  
> it is
> taking more time than MATLAB.
> I am using JacobiSVD for calculating nullspace, which is taking most  
> of the
> time, any suggestions for improving speed,
> or any way to implement SVD faster.


What dimension will the nullspace have?

If not too large you could consider using a bordered matrix approach.
If you're interested I'll be happy to give to some references an even a  
Scilab implementation
of this.

Helmut.