From Keith Richards-Dinger <dinger@usgs.gov>  Fri Nov 16 18:31:26 2001
From: Keith Richards-Dinger <dinger@usgs.gov> (Keith Richards-Dinger)
Date: Fri, 16 Nov 2001 13:31:26 -0500 (EST)
Subject: [Rd] DGESDD from Lapack for R-1.4.0?
Message-ID: <Pine.LNX.4.21.0111161244000.10665-100000@mchinji.wr.usgs.gov>


Hi,

I'm just wondering if it is planned to include the Lapack
routine DGESDD (and friends) in R-1.4.0?  This is faster
(supposedly by a factor of ~6 for large matrices) than
DGESVD which is currently (R-1.3.1) called by La.svd.

And if it is not in the plans yet, is there a chance it
could be?  I've added it to my local version of R-1.3.1 and
so far see a factor of 4 improvement over La.svd and a
factor of 3 over svd (see output below).  I'd be glad to
hand off what I've done so far to someone else or to work
more on it (make it behave as svd and La.svd do if you don't
want all the singular vectors; and add ZGESDD also).  
Though what I've done so far would probably be trivial for
someone who knew what they were doing...

Mac G4, 450 MHz, LinuxPPC, pre-compiled ATLAS-3.2.1
libraries for G4 from www.netlib.org, R-1.3.1:

> m <- matrix(rnorm(25e4), 5e2, 5e2)
> system.time(svd(m))
[1] 22.31  0.10 23.01  0.00  0.00
> system.time(La.svd(m))
[1] 29.60  0.10 29.78  0.00  0.00
> system.time(La.sdd(m))
[1] 7.28 0.12 8.00 0.00 0.00



Thanks, Keith Richards-Dinger

P.S.  I would have checked if DGESDD is in r-devel but I
could not figure out how to check r-devel out of CVS.  
<http://developer.R-project.org/CVStips.html> says "This
info is for reference to the core developers. Use of
anonymous CVS for outsiders is not yet covered here, but may
be in the future.", and my knowledge of CVS is almost
non-existent.  I tried:
 
cvs -d:pserver:anonymous@cvs.r-project.org:/home/rdevel/CVS-ARCHIVE login

and tried both an empty password and my email address as
password and both times got: 

cvs [login aborted]: authorization failed: server
cvs.r-project.org rejected access


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Keith Richards-Dinger
U.S. Geological Survey, MS-977          Office 1-650-329-5519
345 Middlefield Road                    Fax    1-650-329-5143
Menlo Park, CA  USA  94025              e-mail dinger@usgs.gov
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[Rd] DGESDD from Lapack for R-1.4.0?
Keith Richards-Dinger