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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.

We would like to get your feedback on these performance improvements.

Optimization Notice.

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