Re: [Help-gsl] SVD with GSL outperformed by MatLab by a factor of 10

[Thomas Weber]

On Tue, Dec 14, 2010 at 01:49:56PM +0100, Kalb Max wrote:
>  Hi,
>
> we compared the GSL-svd to MatLab and found an order of magnitude in  
> time performance in favor of MAtLab nearly independent of the matrix  
> sizes. We tried 100x52 up to 2000x52 as dimensions of the real matrices,  
> which are not sparse.
> For a 800x 52 matrix  we have 210 ms with GSL and 7 ms with MatLab for  
> the svd for the following commands:
>
> gsl_linalg_SV_decomp_mod(Atempm, X, Vm, S, work)
> gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, Vm, SiD, 0.0, VSiD);
> gsl_blas_dgemm(CblasNoTrans, CblasTrans, 1.0, VSiD, Atempm, 0.0, MoIm);
>
> Any idead how to improve the GSL version?

What BLAS library are you using?

        Thomas