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https://software.intel.com/en-us/recent/778060
enHow to perform economy size bidiagonalization?
https://software.intel.com/en-us/forums/intel-math-kernel-library/topic/328895
<p>Could some help me on this:<br />I want to perform economy size bidiagonalization of a m x n matrix A (m<n), such that A=QBP' where B is a bidiagonal matrix of size m x m, and Q, P are orthogonal matrices. <br />Currently, I use following two functions to do the job, from which I can get the factorization A=USV' where S is bidiagonal matrix of size m x n.<br />dgebrd(&m,&n,x,&m,d,e,tauq,taup,work,&lwork,&info);<br />dorgbr(&qp,&m,&m,&n,x,&m,tauq,work,&lwork,&info);</p>
<p>I can truncate the matrix S and V to get correct B and P. However this is not optimal in term of speed. From my test, this method is even slower than performing a economy SVD. How can I speed up my function so that I can directly get the economy size result? Thanks in advance.</p>
Thu, 11 Oct 12 06:39:16 -0700sth4nth328895