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[Octave-bug-tracker] [bug #29487] Feature request: svd with 3 output var
From: |
anonymous |
Subject: |
[Octave-bug-tracker] [bug #29487] Feature request: svd with 3 output variables should use dgesdd |
Date: |
Thu, 31 Aug 2023 15:50:06 -0400 (EDT) |
Follow-up Comment #14, bug #29487 (project octave):
The gesdd is much faster than gesvd. I also checked the gesdd_bad_matrix.dat
matrix attached - it now seems to do better. Wondering if it's time to replace
the default svd_driver...?
octave:1> X=rand(1000);
octave:2> svd_driver()
ans = gesvd
octave:3> tic;[U S V]=svd(X,'econ');toc
Elapsed time is 4.84571 seconds.
octave:4> svd_driver('gesdd')
octave:5> tic;[U S V]=svd(X,'econ');toc
Elapsed time is 0.465545 seconds.
octave:6>
octave:7> load gesdd_bad_matrix.dat
octave:8> svd_driver('gesvd')
octave:9> [U S V]=svd(a);
octave:10> svd_driver('gesdd')
octave:11> [U2 S2 V2]=svd(a);
octave:12> norm(a-U*S*V')
ans = 1.4619e-14
octave:13> norm(a-U2*S2*V2')
ans = 9.2040e-15
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