I am searching for the most efficient SVD calculation approach in MKL and about to conclude this is "LAPACKE_sgesdd". Could you please help me with two questions:
1. Is "LAPACKE_sgesdd" really the fastest routine in MKL in sense of SVD decomposition or I missed something?
2. Why when I make a call
LAPACKE_sgesdd(CblasRowMajor, 'A', dim, dim, X, dim, e, U, dim, V, dim);
everything works fine (U, V, and e arrays are filled as imposed by MKL manual), but when I make a call with jobz = 'O'
LAPACKE_sgesdd(CblasRowMajor, 'O', dim, dim, X, dim, e, U, dim, V, dim);
error is output "MKL ERROR: Parameter 10 was incorrect on entry to SGESDD."?