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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.

https://software.intel.com/en-us/articles/significant-performance-improvment-of-symmetric-eigensolve...

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

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