Arnold Schoenberg had a healthy if wary respect for Gustav Mahler. He called him a "saint", and scrounged money from him when things got tough. Musical debts are less apparent but the two men's works sit well beside each other, when orchestras are bold enough to programme them together: Schoenberg remains box office poison.

Not, though, when the conductor is Valery Gergiev, whose Mahler symphony cycle, his first assignment as the London Symphony Orchestra's principal conductor, sold out months ago. Even Schoenberg's Pelleas and Melisande couldn't keep the punters away.

Derived from Maurice Maeterlinck's play, Pelleas dates from 1902, around the time of Debussy's opera, but Schoenberg's telling is purely orchestral. Massive and episodic, it repeatedly surges to a loud climax then subsides to relative calm, like the systole and diastole of sexual desire. Gergiev and his players, particularly the woodwinds, caught the feverish passion, yet a constant feeling of control cast a cool, even ironic light.

Gergiev conducted that with a baton but did without for Mahler's First Symphony. That says something about his and the orchestra's relative familiarity with the pieces: Schoenberg a rarity, Mahler in their blood.

Gergiev's Mahler always feels deliberate, as if he is striving for effect. But so was Mahler. Deliberation does not preclude passion. The rumbling double basses had the force of an earth tremor and there was a telling hint of mental disarray in the way the third movement's funeral march became a rowdy danse macabre.

Gergiev is not a man for half-measures and if climaxes occasionally seemed rushed, that is no doubt how he hears the music. His orchestra responded with the requisite mix of delicacy and abandon.

• To be broadcast on BBC Radio 3 on 28 Jan.