Very slow execution time in comparison even to Python

[baggepinnen]

@DNF

If you want more speed-ups, you should consider whether you can do better than the standard svd .

For data with only 3 dimensions I think it will be hard to make it faster, otherwise truncated svd or RandomizedLinAlg might be worth a try. Using MKL and Float32 instead of Float64 can speed up svd quite a bit.