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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] How to speed up svd?
- From: Hugh Perkins <hughperkins@xxxxxxxxx>
- Date: Fri, 5 Oct 2012 20:25:59 +0800
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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