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

[Dmitri A. Sergatskov]

Follow-up Comment #8, bug #49940 (project octave):

Re-running benchmark from Comment 3 on Xeon W3530  @ 2.80GHz 4c/8th with the
latest multithreaded openblas I got:


LD_PRELOAD=~dima/src/OpenBLAS/libopenblas.so OPENBLAS_NUM_THREADS=4
./run-octave -q -f
octave:1> a=randn(4000);
octave:2> tic; inv(a); toc
Elapsed time is 4.07135 seconds.
octave:3> x = rand (2e3);
octave:4> 
octave:4> svd_driver ("gesvd");
octave:5> printf ("SVD_DRIVER: gesvd, Matrix Size: %s\n", mat2str (size (x)));

SVD_DRIVER: gesvd, Matrix Size: [2000 2000]
octave:6> 
octave:6> tic; sv = svd (x); bm1 = toc
bm1 =  3.3586
octave:7> tic; [u,s,v] = svd (x); bm2 = toc
bm2 =  89.112
octave:8> 
octave:8> svd_driver ("gesdd");
octave:9> printf ("SVD_DRIVER: gesdd, Matrix Size: %s\n", mat2str (size (x)));

SVD_DRIVER: gesdd, Matrix Size: [2000 2000]
octave:10> 
octave:10> tic; sv2 = svd (x); bm21 = toc
bm21 =  3.3618
octave:11> tic; [u2,s2,v2] = svd (x); bm22 = toc
bm22 =  5.9142


3.3 sec / 89.112 sec seems to be much bigger difference than
what was reported in Comment 3. There are many things has 
changed (newer blas/lapack, newer compiler, newer kernel,  etc..)
 and I just want to make sure it is not due to changes in octave code. 

I also noticed that gesvd code runs essentially single-threaded. 
 
Dmitri.
-- 



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