Re: Switch svd driver default to gesdd?

[Mike Miller]

On Wed, Dec 28, 2016 at 13:29:25 -0500, John W. Eaton wrote:
> There was some discussion for this bug report:
> 
>   https://savannah.gnu.org/bugs/?func=detailitem&item_id=29487
> 
> Maybe some note of this should be added as a comment in the sources.

Good digging. I wasn't even aware of the svd_driver function until now.

I think it would be useful to add a note to the svd doc string to
mention the speed / accuracy tradeoff and to explicitly point to
svd_driver for more details (currently just listed as "see also").

For comparison, scipy.linalg.svd takes the function name as an optional
argument, so it is documented up front:

    lapack_driver : {'gesdd', 'gesvd'}, optional
        Whether to use the more efficient divide-and-conquer approach
        (``'gesdd'``) or general rectangular approach (``'gesvd'``)
        to compute the SVD. MATLAB and Octave use the ``'gesvd'`` approach.
        Default is ``'gesdd'``.

-- 
mike