Re: Execution time for SVD

[Kai Torben Ohlhus]

On 1/30/20 4:24 AM, Henk Borsje wrote:
> I am at a loss explaining the difference in time for Octave 5.1.90 to
> execute the following statements:
> 
>  
> 
> tic; svd(rand(3000));
> toc                                                                          
> (I a)
> 
> Elapsed time is 11.3338 seconds
> 
>  
> 
> tic; [a,b,c] = svd(rand(3000)); toc                            
>                               (II a)
> 
> Elapsed time is 148.349 seconds.
> 
>  
> 
> tic; a = rand(3000);b=rand(3000);c=rand(3000);
> toc                         (III a)
> 
> Elapsed time is 0.263816 seconds.
> 
>  
> 
> Why is there this very large difference in execution time in statement
> (II) ?
> 
>  
> 
> For comparison, here is what MATLAB does:
> 
>  
> 
> tic; svd(rand(3000));
> toc                                                                          
> (I b)
> 
> Elapsed time is 10.845707 seconds.
> 
>  
> 
> tic; [a,b,c] = svd(rand(3000));
> toc                                                           (II b)
> 
> Elapsed time is 13.388534 seconds.
> 
>  
> 
> tic; a = rand(3000);b = rand(3000); c = rand(3000);
>  toc                   (III b)
> 
> Elapsed time is 0.252371 seconds.
> 
>  
> 
> I have repeated these statements several times and found the reported
> times to be consistent.
> 
>  
> 
> Henk Borsje
> 


You can try to change the svd driver function to "gesdd" [1], if it
proves to be stable enough for your purpose.  Read the bug cited in [1].

>> svd_driver ("gesdd");
>> tic; svd(rand(3000)); toc
Elapsed time is 13.2037 seconds.
>> tic; [a,b,c] = svd(rand(3000)); toc
Elapsed time is 16.3084 seconds.

HTH,
Kai

[1] https://octave.org/doc/v5.1.0/XREFsvd_005fdriver.html