I find that the Linear algebra subroutines bundled (more specific,
the BLAS) with GSL1.8 are quite slow, for example, For computing
SVD of
a matrix with high dimension (for example, 1000 by 1000), the GSL BLAS
(the official cblas, so called gslcblas) take about one minute (56.546
secs) on my laptop (Intel Duo Core T2300 with 768 ram and 768 swap
running Ubuntu Linux 6.06.1 LTS), mean while, within the popular
statistics programming environment, R, it just take less then ten
seconds (with GotoBLAS, ATLAS is slower than GotoBLAS without
significant difference) to compute SVD
the command: