[Gretl-devel] speed of (m)ols with svd

Hi, I'm observing an unexpectedly drastic slowdown of mols() when switching to SVD (with 'set svd on'). My toy benchmark is to regress a 200x10 LHS matrix on a 200x80 RHS matrix 5000 times. The matrices are not redrawn in order to measure just the mols speed, not the RNG. On an oldish machine I get: ~ 3 sec without svd ~ 60 sec with svd For comparison, Python/Numpy's linalg.lstsq takes ~ 8 sec and is said to use SVD always. There are at least two possible differences between gretl/svd and numpy: 1) numpy might be using Intel's Math Kernel Library (MKL) in the background instead of standard Lapack (coming from the conda/Anaconda distro). 2) The web says that numpy uses Lapack's DGELSD (http://www.netlib.org/lapack/explore-html/d7/d3b/group__double_g_esolve_g...), whereas judging from lib/src/gretl_matrix.c in the function gretl_matrix_SVD_ols (and maybe gretl_matrix_multi_SVD_ols? - don't know what that is for) it seems that gretl uses DGELSS. On the Netlib Lapack page it says (https://www.netlib.org/lapack/lug/node27.html) that "The subroutine xGELSD is significantly faster than its older counterpart xGELSS", and it labels DGELSD with "solve LLS using divide-and-conquer SVD". So, any negative side effects blocking the switch to DGELSD, or is it something like a free lunch? thanks sven