[Octave-bug-tracker] [bug #49940] The svd function takes very long time for big matrices

[Rik]

Update of bug #49940 (project octave):

                  Status:                    None => Confirmed              

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Follow-up Comment #1:

I benchmarked using the script tst_svd.m below


x = rand (2e3);

tic; sv = svd (x); bm1 = toc
tic; [u,s,v] = svd (x); bm2 = toc


I tried 1e3, 2e3, and 3e3 for the size of the matrices.  With the developent
version of Octave I get


octave:1> tst_svd
bm1 =  0.31309
bm2 =  3.2931
octave:2> tst_svd
bm1 =  2.8148
bm2 =  28.110
octave:3> tst_svd
bm1 =  9.4242
bm2 =  106.77


As you can see, requesting more than just the singular values is about 10X
slower.  Could you try running the same script in Matlab to get an idea of the
size of the performance hit there.




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