SVD Differences - Single/multi Core CPU

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Milos
Milos 2011-12-16
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?

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Andreas Goser
Andreas Goser 2011-12-16
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.
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Milos
Milos 2011-12-16
Both machines are 64-bit, running Windows 7 64-bit Professional, and running 64-bit MATLAB R2011b. The only difference is that one is Core 2 Duo (uses only one core) and the other is 2nd gen. Core i7 (uses all cores).
Milos
Milos 2011-12-16
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
Jan 2011-12-16
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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