Re: [eigen] BDCSVD update

[ Thread Index | Date Index | More lists.tuxfamily.org/eigen Archives ]

To: eigen <eigen@xxxxxxxxxxxxxxxxxxx>
Subject: Re: [eigen] BDCSVD update
From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
Date: Tue, 27 Aug 2013 17:44:39 +0200
Dkim-signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type; bh=gFazTyQsazIY9N2YU5/poKoh2sVfTwxCm9+eealHv+M=; b=wypElppVW5r5qO1WGqbMSCGrxatkGz4FKdRBvrsBTKOzgoejbAyvLComy4HFdr+E/r V+fd4tyTbfkBW3LSxHM1gXVdx8N8IDAUxgI4xnXeNiuhTGv3wmvF3z7ue7rM3GUM2S71 nJ0vDunmNpCJ8D3ydiQ7atT4/J5vPtb8sAUzCor0JbnoLHQdpVxgn9D8PoX6hJ3psxgb ahn7mHSEMaa2Bx8G76mfiamzuAxkmRt7trgBDhVFqkS3RJ9rrsng9WOennePC/stx3jK QKUKTfXNWX9OpjviuLqc3AUIlveo/tRu3VoVanDFYBCmuJcfeL0iJbKCvBqxjWtePFd1 JlPw==

On Tue, Aug 27, 2013 at 4:54 PM, Jitse Niesen <jitse@xxxxxxxxxxxxxxxxx> wrote:

Gael, thanks for your work on bidiagonalization. Hopefully we are getting close to lapack now.

yes. The bidiagonalization step is now as fast as Lapack or intel MKL (with a single thread) even though it is still dominated by matrix-vector products.

Before your new solving method, I got these numbers (for a 1000 x 1000 random matrix):

on a xeon X5570 versus Intel MKL:

BDCSVD: 1.03396

BDCSVD U+V: 5.39393

dgesdd_(MKL): 0.53134

dgesdd_(MKL) U+V: 1.25072

on a core2 versus Lapack:

BDCSVD: 2.35741

BDCSVD U+V: 12.1212

dgesdd_: 1.81886

dgesdd_ U+V: 3.46479

gael

Follow-Ups:
- Re: [eigen] BDCSVD update
  - From: Gael Guennebaud

References:
- [eigen] BDCSVD update
  - From: Jitse Niesen
- Re: [eigen] BDCSVD update
  - From: Benoit Jacob
- Re: [eigen] BDCSVD update
  - From: Gael Guennebaud
- Re: [eigen] BDCSVD update
  - From: Jitse Niesen

Messages sorted by: [ date | thread ]
Prev by Date: Re: [eigen] BDCSVD update
Next by Date: Re: [eigen] BDCSVD update
Previous by thread: Re: [eigen] BDCSVD update
Next by thread: Re: [eigen] BDCSVD update

Mail converted by MHonArc 2.6.19+

http://listengine.tuxfamily.org/