[Gretl-devel] Re: speed of (m)ols with svd
Am 28.12.19 um 18:24 schrieb Allin Cottrell:
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.
Hm, I'm not seeing any speedups (with the ridge package which uses the
svd() function), but admittedly the matrices there are probably small in
the sense above. (Also here I'm comparing to the state of the source
from September or so, I think.) I've also noticed that on stock Linux
Mint the openblas offering seems to have this pthreads thingy that has
caused some confusion in the past. But my impression from the discussion
was that it won't have any real-world impact (?).
thanks
sven