[Gretl-devel] Re: speed of (m)ols with svd
Am 28.12.2019 um 05:06 schrieb Allin Cottrell:
On Fri, 27 Dec 2019, Sven Schreiber wrote:
> 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?
It appears to be a free lunch, pretty much. The speed-up is significant
but not huge, something like 30 percent. That's now in git.
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?
thanks
sven