Can I use (a combination of) the existing Metal Performance Shaders to compute an SVD decomposition of a rectangular matrix? I see they only have QR and LU decompositions.
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Does this answer your question? [SVD speed in CPU and GPU](https://stackoverflow.com/questions/26797226/svd-speed-in-cpu-and-gpu) – codetiger Aug 05 '20 at 04:35
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@codetiger so you’re suggesting it’s not implemented in Metal Performance Shaders because there would be no computational benefits of doing it on GPU, so I should just do it on CPU? – akuz Aug 05 '20 at 21:54
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Am saying there is no default SVD implemented in Metal performance shaders. However, you can implement it using custom performance shader. Based on other implementations (Based on a quick search) it shows that we are not getting much benefit in implementing SVD on GPU – codetiger Aug 06 '20 at 03:37