Hello Hoang, exciting :) 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 On 03/03/2015 08:13 AM, Hoang Ngo Khac wrote: > 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 > > -- > *Hoang Ngo-Khac* > Research Assistant - Signal and System Lab, FET, UET > Vietnam National University-Hanoi (VNU-H) > G2-206, 144 Xuan Thuy, Cau Giay, Hanoi, Vietnam > Alternative email: hoangnk...@vnu.edu.vn <mailto:hoangnk...@vnu.edu.vn> > Mobilephone: +84.163.682.7874 > > > _______________________________________________ > Discuss-gnuradio mailing list > Discuss-gnuradio@gnu.org > https://lists.gnu.org/mailman/listinfo/discuss-gnuradio
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