[Gretl-devel] Re: speed of (m)ols with svd
On Sat, 28 Dec 2019, Sven Schreiber wrote:
A follow-up about the standalone SVD without a LS problem:
Gretl uses DGESVD, while on
https://www.netlib.org/lapack/lug/node32.html it says: "[DGESDD] is much
faster than [DGESVD] for large matrices, but uses more workspace."
As I guess that nowadays workspace is not an issue anymore except in
extreme cases, this sounds as if this switch should be done as well, no?
OK, that's in git. For now I've kept the old code alongside the new
in case of any problems.
Allin