SVD from LAPACK takes too long time

Dear all,

I got trouble with Singular Value Decomposition computation in GNU Radio
using LAPACK. I use SVD to build a precoder for a secondary transmitter
in
a cognitive radio model. It takes too long times to handle a 128x144
matrix
with complex entries, and therefore, the data stream to be transmitted
seem
to be really slow in rate.

Is there any other way to compute SVD faster? FYI, I just need the V*
matrix within the result (U, S, V*).

Thanks,
Hoang

Hello Hoang,

exciting :slight_smile:
Actually, if you’re already using LAPACK, I doubt there’s much potential
for further optimization on the same platform – if you, however, know
your stuff is going to only be run on Intel Xeons or so, than maybe have
a look at the Intel math kernel library lapack examples. Maybe you’d
want to accelerate by using GPUs, then you’d have a look at OpenCl or
CUDA implementation, or theano (however, I don’t know how readily
available things like SVD are for theano).

One more thing: Since you’re doing SVD using LAPACK yourself, I trust
you’ve already chosen the right routine (general, fully equipped
complex-valued matrix). I’m not completely convinced, though:

Have you had a look at [1]? It seems SVD $A=V \Sigma U^H$ is a two step
process: First, the input matrix is decomposed into left and right
unitary matrixes $U_1$ and $V_1^H$ and an bidiagonal matrix $B$ using
CGEBRD, and after that, $B$ is SVD’ed, yielding $B=U_2 \Sigma V_2^H$;
the product $V_1 V_2$ then is $V$. Maybe for your application $V1$ is
sufficient, because you can rearrange your problem mathematically?

Greetings,
Marcus

[1] http://www.netlib.org/lapack/lug/node53.html

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