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Looking for recommended routine to find full SVD of square matrix

Kalinkin__Alexander
Beginner
‎02-28-2020 07:24 AM
738 Views

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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Sergey_K_Intel1
Employee
‎02-28-2020 05:28 PM
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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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