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SVD Differences - Single/multi Core CPU

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Milos on 16 Dec 2011
In data analysis I have 2 pre-processing steps that involve singular value decomposition (SVD). The final step is performing hierarchical cluster analysis (HCA), and this is where things get "interesting". On two different machines I get different results. It turns out that one machine fires on all CPU cores when performing SVD, while the other one chugs along using a single CPU core. Has anybody experienced this type of behavior?

Answers (2)

Andreas Goser
Andreas Goser on 16 Dec 2011
There are many reasons why results can be different on different machines. The most frequent reason I see is 32 bit vs. 64 bit architecture. Let me know if this can be a factor here.
Milos on 16 Dec 2011
Not numerical precision issue. If [U,S,V] = svd(X); differences in U and V are ~ 0.00xxxxx (if I remember correctly, will have to check later since my colleague is not on the office and the computer is locked).

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Jan on 16 Dec 2011
The Core 2 Duo uses one core only?! What a pitty.
Such difference are caused by numerical the limited accuracy. Although 0.001 absolute difference in U and V sounds large, consider, that this actually means a very tiny angle. Such differences can be expected, when the same task is computed on a different number of cores.

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