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committedDec 10, 2013
note that zgesdd is now available in R 3.1.0
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‎_posts/2013-12-09-divide-and-concquer-svd.md

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@@ -53,8 +53,8 @@ microbenchmark(baseSVD(X), dcSVD(X))
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<pre class="output">
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Unit: milliseconds
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expr min lq median uq max neval
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baseSVD(X) 422.5 424.9 426.0 427.2 443.4 100
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dcSVD(X) 111.2 111.8 112.1 112.7 127.0 100
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baseSVD(X) 421.2 422.6 424.2 426.2 442.1 100
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dcSVD(X) 111.0 111.5 111.9 113.6 126.1 100
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</pre>
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<pre class="output">
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Unit: milliseconds
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expr min lq median uq max neval
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cxBaseSVD(X) 1246.6 1253.0 1256.8 1260.7 1380.2 100
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cxDcSVD(X) 259.2 259.8 260.9 267.8 394.4 100
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cxBaseSVD(X) 1248.7 1253.7 1257.5 1262.3 1311.7 100
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cxDcSVD(X) 259.2 259.8 260.5 263.2 327.9 100
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</pre>
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@@ -104,4 +104,5 @@ configuration can not currently take advantage of the
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complex-valued divide-and-conquer algorithm. Only builds which use
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an external Lapack library (as for example the Debian and Ubuntu
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builds) can. Let's hope that R will add this functionality to its
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next release R 3.1.0.
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next release R 3.1.0. <em>Update: And the underlying `zgesdd`
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routine has now been added to the upcoming R 3.1.0 release. Nice.</em>

‎src/2013-12-09-divide-and-concquer-svd.cpp

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* complex-valued divide-and-conquer algorithm. Only builds which use
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* an external Lapack library (as for example the Debian and Ubuntu
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* builds) can. Let's hope that R will add this functionality to its
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* next release R 3.1.0.
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* next release R 3.1.0. <em>Update: And the underlying `zgesdd`
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* routine has now been added to the upcoming R 3.1.0 release. Nice.</em>
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*/

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