On 12/28/2016 12:44 PM, Rik wrote:
12/28/16
There is a new bug report about slow performance when using the svd()
function (https://savannah.gnu.org/bugs/index.php?49940). The difference
in run times between requesting just the singular values, versus the full
decomposition, is ~10X. Interestingly enough, there are two LAPACK
routines to choose from when performing the svd and Octave provides the
svd_driver function for switching between using gesvd and gesdd. The
default for Octave is gesvd, but gesdd is 5X faster. Is there a
reason not
to switch and have gesdd be the default?
I found this thread from the Julia group in 2012
(https://groups.google.com/forum/?_escaped_fragment_=msg/julia-dev/mmgO65i6-fA/SkbAjg8SCzgJ#!msg/julia-dev/mmgO65i6-fA/SkbAjg8SCzgJ)
which goes over the same material. They concluded it was acceptable to
switch to gesdd.
If there are no objections I will change the default on the dev branch in
the next few days.
I think we may have also discussed this on the Octave lists once before
and decided that there was some reason to use gesvd. I'll try to do
some searching to see if I can find the discussion.