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


From: Thomas Weber
Subject: Re: [Help-gsl] SVD with GSL outperformed by MatLab by a factor of 10
Date: Wed, 15 Dec 2010 22:57:53 +0100
User-agent: Mutt/1.5.18 (2008-05-17)

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



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