Hello, this is my time using an email based forum so let me know if there is anything else I need to do.
I was reading the most recent survey <https://madlib.incubator.apache.org/community-artifacts/Apache-MADlib-user-survey-results-Oct-2016.pdf> results and one of the features I really agreed on is more scalable SVD. I happened to look into that issue and found an interesting Stack Overflow post <https://stackoverflow.com/questions/36959506/eigen-library-svd-is-slow-compared-to-gsl> about a new SVD algorithm that has just been officially added to the latest version of Eigen. According to the documentation <https://eigen.tuxfamily.org/dox/classEigen_1_1BDCSVD.html> the new algorithm is much more scalable than the previous one. This would obviously bump the requirements of Eigen to the latest version, 3.3.1, but the much faster SVD algorithm would be worth it. I am interested in helping out implement the feature, but I wanted to have a JIRA issue opened and discuss how to best proceed as this is my first time contributing to an Apache project. TLDR: New version of Eigen released with more scalable SVD, I would like to see it implemented in Madlib. Aaron Gokaslan
