Re: [eigen] How to speed up svd? |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] How to speed up svd?*From*: Mark Borgerding <mark@xxxxxxxxxxxxxx>*Date*: Fri, 05 Oct 2012 09:20:34 -0400

On 10/05/2012 08:25 AM, Hugh Perkins wrote:

Hi, I run SVD on a 500*1000 dense double matrix of random number, with thin U and V, and it takes about 26 seconds. The code looks like: JacobiSVD<MatrixXd,HouseholderQRPreconditioner> svd(In, ComputeThinU | ComputeThinV); On matlab it takes about 1.1 seconds, though admittedly the solution doesn't seem terribly accurate. What are possible reasons for this disparity, and is there anything I can do to improve the situation? Hugh

This is a problem that has been brought up several times:

http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2012/06/msg00267.html http://forum.kde.org/viewtopic.php?f=74&t=102088 Gael offered up one idea for speeding up a subset of JacobiSVD :

but I'm not sure what the status is.

**References**:**[eigen] How to speed up svd?***From:*Hugh Perkins

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