[eigen] How to speed up svd?

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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?


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