Significant performance improvment of symmetric eigensolvers and SVD in Intel MKL 11.2
Intel MKL 11.2 contains a number of optimizations for Symmetric Eigensolvers and SVD. These are mostly related to large matrices N>4000, 6000, and on, but speedups are significant comparing to the previous MKL 11.1. SVD brings up to 6 times (or even higher on large thread counts and matrix sizes), similarly for eigensolvers, several times could be observed. More details can be found in this KB article.