Looking for recommended routine to find full SVD of square matrix - Intel Community

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Looking for recommended routine to find full SVD of square matrix

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Dear MKL team,

I am looking for routine to solve full SVD of square matrix with sizes about 20k-40k. Can you point me on the recommended function and performance numbers in case you have any available?

Thanks,

Alex

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Hi Alex,

You can use ?GESDD or ?GESVD. The divide and conquer SVD (e.g. ?GESDD) in a bit faster.

Sergey

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