SVD for rectangular matrices

Hi all,

   I have a problem in which i need to calculate SVD as fast as possible. Presently on the CPU using VTK the SVD calculation for a rectangular matrix takes about 4ms. My matrix size is 120*100.  Is it worth implementing SVD calculation on a GPU and expect a speed up?

Any thoughts ???

— Randal

For a 120x100 matrix, no, it’s probably not worth it. There’s not really enough work to keep the GPU busy, unless you have like 100 of those matrices that you need to compute the SVD on (and they can be computed in parallel).