[petsc-users] Very slow SVD with SLEPC

[Rakesh Halder]

Hi all,

A program I'm writing involves calculating the SVD of a large, dense N by n
matrix (N ~= 150,000, n ~=10,000). I've used the different SVD solvers
available through SLEPc, including the cross product, lanczos, and method
available through the LAPACK library. The cross product and lanczos methods
take a very long time to compute the SVD (around 7-8 hours on one
processor) while the solver using the LAPACK library runs out of memory. If
I write this matrix to a file and solve the SVD using MATLAB or python
(numPy) it takes around 10 minutes. I'm wondering if there's a much cheaper
way to solve the SVD.

Thanks,

Rakesh
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