LAPACK/ScaLAPACK Development

Hello,

how fast can you solve a SVD for a 1000x1000 matrix? On my Dual Core AMD Opteron (Linux, 64-bit) it takes more than a minute. And for a 2000x2000 matrix it takes more than 10 minutes. Is that normal?

So first are you using LAPACK or ScaLAPACK?

For LAPACK, it depends on your machine and your BLAS, it can depend
also on your input matrix (but less). For random 1000-by-1000 matrix,
I got the svd in about 22.9 sec. For random 2000-by-2000 matrix, I got the
svd in about 204.7 sec.

If you go from 1000-by-1000 to 2000-by-2000, the time to solution is (very
roughly) multiplied by 8 since the cost of the SVD is O(n^3). So going from
1 minute to 10 minutes seems about right in your case. In my case, I go
from 22.9 sec to 204.7 sec. Well almost a factor of 8.

Best wishes,
julien