https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Looking-for-recommended-routine-to-find-full-SVD-of-square/m-p/1133480#M25817 <P>Dear MKL team,</P><P>I am looking for&nbsp;routine to solve full SVD of square matrix&nbsp;with&nbsp;sizes about 20k-40k. Can you point me on the recommended function and performance numbers in case&nbsp;you have any available?&nbsp;</P><P>Thanks,</P><P>Alex&nbsp;</P> Fri, 28 Feb 2020 15:24:19 GMT Kalinkin__Alexander 2020-02-28T15:24:19Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Looking-for-recommended-routine-to-find-full-SVD-of-square/m-p/1133480#M25817 <P>Dear MKL team,</P><P>I am looking for&nbsp;routine to solve full SVD of square matrix&nbsp;with&nbsp;sizes about 20k-40k. Can you point me on the recommended function and performance numbers in case&nbsp;you have any available?&nbsp;</P><P>Thanks,</P><P>Alex&nbsp;</P> Fri, 28 Feb 2020 15:24:19 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Looking-for-recommended-routine-to-find-full-SVD-of-square/m-p/1133480#M25817 Kalinkin__Alexander 2020-02-28T15:24:19Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Looking-for-recommended-routine-to-find-full-SVD-of-square/m-p/1133481#M25818 <P>Hi Alex,</P><P>You can use ?GESDD or ?GESVD. The divide and conquer SVD (e.g. ?GESDD) in a bit faster.</P><P>Sergey&nbsp;</P> Sat, 29 Feb 2020 01:28:43 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Looking-for-recommended-routine-to-find-full-SVD-of-square/m-p/1133481#M25818 Sergey_K_Intel1 2020-02-29T01:28:43Z