Description
For large matrices, this algorithm is often much faster.
i1 : M = random(RR^200, RR^200);
200 200
o1 : Matrix RR <-- RR
53 53
|
i2 : time SVD(M);
-- used 10.2448s (cpu); 0.367373s (thread); 0s (gc)
|
i3 : time SVD(M, DivideConquer=>true);
-- used 0.505738s (cpu); 0.0372369s (thread); 0s (gc)
|