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SVD with via "divide and conquer" method (LAPACKE_sgesdd)

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Hi,

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."?

 

Thanks,

Victor.

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Downloadmkl_test_0.cpp1.73 KB

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