On Mon, Dec 7, 2015 at 11:26 AM, Jonas Kersulis <[email protected]> wrote:
> As far as speed goes, I thought svd would be faster because it avoids the > multiplication A'A. One matmul is not much compared to either eig or svd, so the major consideration here is whether eig or svd is more expensive – and svd is significantly more expensive.
