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.
https://software.intel.com/en-us/articles/significant-performance-improvment-of-symmetric-eigensolvers-and-svd-in-intel-mkl-112
We would like to get your feedback on these performance improvements.
Optimization Notice.
