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There are many a SVD driver routines in MKL (see page 986 of MKL reference manual). I checked LAPACK Users' Guide but obviously it's behind the tide because it only mentioned the divide and conquer method in addition to the traditional algorithm. So, among these candidate SVD driver routines, which one is most efficient? The platform being considered is the regular Windows 10 Core i5. Thanks.
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Hi zzzhhh,
There is a tool called Intel(R) MKL LAPACK Function Finding Advisor at:
https://software.intel.com/en-us/articles/intel-mkl-function-finding-advisor
This is an interactive tool; you enter what you want to solve like linear equations..., the type of matrices and so on. The tool will display a list of LAPACK functions available in Intel(R)) MKL base on your specification.
I don't know whether this would answer your question.
Best Regards,
Khang
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Nguyen, Khang T (Intel) (Intel) wrote:Hi zzzhhh,
There is a tool called Intel(R) MKL LAPACK Function Finding Advisor at:
https://software.intel.com/en-us/articles/intel-mkl-function-finding-adv...
This is an interactive tool; you enter what you want to solve like linear equations..., the type of matrices and so on. The tool will display a list of LAPACK functions available in Intel(R)) MKL base on your specification.
I don't know whether this would answer your question.
Best Regards,
Khang
This is another good example in this forum of answering a question without first reading it. Khang, can you re-read my question again and ask yourself whether you have any idea of what I was asking about?
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Hi zzzhhh,
I apologize on my part for not answering directly. after consulting with the team, here it is: there are 2 SVD drivers, ?GESVD and ?GESDD. Both drivers were optimized in MKL. The first driver ?GESVD is most reliable but it is slower than ?GESDD.
Let me know if you have any other question.
Best Regards,
Khang
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Again, Khang, you still haven't read my question. Have you seen this in my question: "(see page 986 of MKL reference manual)"? Open that manual and count how many SVD algorithms available in MKL. Also, I'm asking about "efficiency", not "reliability". I have to say, you are not only unqualified to answer my question, but also unqualified to work in intel.
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Hi zzzhhh,
I am sorry that I cannot make you happy. I will have somebody else assist you with your issue.
Best Regards,
Khang

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