title: SVD speed in CPU and GPU
body: <p>I'm testing <code>svd</code> in <code>Matlab R2014a</code> and it seems that there is no <code>CPU</code> vs <code>GPU</code> speedup. I'm using a <code>GTX 460</code> card and a <code>Core 2 duo E8500</code>.</p>
  
  <p>Here is my code:</p>
  
  <pre><code>%test SVD
  n=10000;
  %host
  Mh= rand(n,1000);
  tic
  %[Uh,Sh,Vh]= svd(Mh);
  svd(Mh);
  toc
  %device
  Md = gpuArray.rand(n,1000);
  tic
  %[Ud,Sd,Vd]= svd(Md);
  svd(Md);
  toc
  </code></pre>
  
  <p>Also, the run times are different from run to run, but the <code>CPU</code> and <code>GPU</code> versions are about the same. Why there is no speedup?  </p>
  
  <p>Here are some tests</p>
  
  <pre><code>for i=1:10
      clear;
      m= 10000;
      n= 100;
      %host
      Mh= rand(m,n);
      tic
      [Uh,Sh,Vh]= svd(Mh);
      toc
      %device
      Md = gpuArray.rand(m,n);
      tic
      [Ud,Sd,Vd]= svd(Md);
      toc
  end
  
  &gt;&gt; test_gpu_svd
  Elapsed time is 43.124130 seconds.
  Elapsed time is 43.842277 seconds.
  Elapsed time is 42.993283 seconds.
  Elapsed time is 44.293410 seconds.
  Elapsed time is 42.924541 seconds.
  Elapsed time is 43.730343 seconds.
  Elapsed time is 43.125938 seconds.
  Elapsed time is 43.645095 seconds.
  Elapsed time is 43.492129 seconds.
  Elapsed time is 43.459277 seconds.
  Elapsed time is 43.327012 seconds.
  Elapsed time is 44.040959 seconds.
  Elapsed time is 43.242291 seconds.
  Elapsed time is 43.390881 seconds.
  Elapsed time is 43.275379 seconds.
  Elapsed time is 43.408705 seconds.
  Elapsed time is 43.320387 seconds.
  Elapsed time is 44.232156 seconds.
  Elapsed time is 42.984002 seconds.
  Elapsed time is 43.702430 seconds.
  
  
  for i=1:10
      clear;
      m= 10000;
      n= 100;
      %host
      Mh= rand(m,n,'single');
      tic
      [Uh,Sh,Vh]= svd(Mh);
      toc
      %device
      Md = gpuArray.rand(m,n,'single');
      tic
      [Ud,Sd,Vd]= svd(Md);
      toc
  end
  
  &gt;&gt; test_gpu_svd
  Elapsed time is 21.140301 seconds.
  Elapsed time is 21.334361 seconds.
  Elapsed time is 21.275991 seconds.
  Elapsed time is 21.582602 seconds.
  Elapsed time is 21.093408 seconds.
  Elapsed time is 21.305413 seconds.
  Elapsed time is 21.482931 seconds.
  Elapsed time is 21.327842 seconds.
  Elapsed time is 21.120969 seconds.
  Elapsed time is 21.701752 seconds.
  Elapsed time is 21.117268 seconds.
  Elapsed time is 21.384318 seconds.
  Elapsed time is 21.359225 seconds.
  Elapsed time is 21.911570 seconds.
  Elapsed time is 21.086259 seconds.
  Elapsed time is 21.263040 seconds.
  Elapsed time is 21.472175 seconds.
  Elapsed time is 21.561370 seconds.
  Elapsed time is 21.330314 seconds.
  Elapsed time is 21.546260 seconds.
  </code></pre>