Community
cancel
Showing results for 
Search instead for 
Did you mean: 
Highlighted
34 Views

Looking for recommended routine to find full SVD of square matrix

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 

0 Kudos
1 Reply
Highlighted
34 Views

Hi Alex,

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

Sergey 

0 Kudos