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The order of processing loops may be critical in order to optimize speed.
The implemented algorithms EVD, SVD, etc may assume a specific row / col or col / row order. The goal being that in the inner loops the memory is accessed sequentially.
By simply inverting the get / set in matrix (just using square matrices not to check everything)
we observe major time difference (in ms)
The best improvement was observe for a SVD of 1000x1000 elements (x3 !) but the inversion
can also lead to worse results like for LuDecomposition (/2 ...).
Inverted
Non inverted
This is just at the stage of reflection that could lead to some speed improvement.