Intel® oneAPI Math Kernel Library
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Memory requirement of SVD drivers

renorm2
Beginner
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I tried dgedd routines from https://software.intel.com/en-us/node/521149

My matrix is 100K by 30K, about 24 GB in size. I am using MKL 11.3 on a windows server with about 300 GB memory. The routines failed with error message "Not enough memory to allocate work array".

On my desktop with 32 GB memory I am able to perform SVD of 100K by 13K matrix. In my case work array size should scales quadratically with number of colomns, so going from 13K to 30K should be possible.

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Gennady_F_Intel
Moderator
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have you linked the case with ILP64 libs?

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renorm2
Beginner
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Linking with ILP64 did fix the problem. It had to be done manually, since Visual Studio plugin silently links to LP64

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Gennady_F_Intel
Moderator
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yes, by the default when you choose linking with mkl from Visual Studio environment, lp64 libraries will be used.

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