[Octave-bug-tracker] [bug #48085] Slow solving simultaneous equations by LU decomposition for octave 4 on windows

[Tatsuro MATSUOKA]

Follow-up Comment #13, bug #48085 (project octave):

>Try to increase 
both numbers by factor of 10. 
(Num=10000; ItNum=100;) 

The above cause out of memory for 32 binaries so it is not realistic.
Instead I changed to
 (Num=3000; ItNum=3000;) 


% lutest_vp2.m
more off 

Num=3000; ItNum=3000;
rand('seed',1); 
A=rand(Num)-0.5; 
rand('seed',2); 
B=rand(Num,ItNum)-0.5; 
[L U P]=lu(A); 
% 
disp('Simple left division'); 
tic; 
x=A\B;  
toc; 
x1=x(:,end); 
% 
disp('LU decomposition'); 
disp('c=P*B');
tic; 
c=P*B;  
toc; 
disp('y=L\c');
tic; 
y=L\c; 
toc;
disp('x=U\y');
tic; 
x=U\y; 
toc;
x2=x(:,end); 
id=1:Num; 
plot(id,x1, 'o1',id,x2, '+2'); 


Here the test on windows
3.8.2 (x86)

Simple left division
Elapsed time is 2.29253 seconds.
LU decomposition
c=P*B
Elapsed time is 0.0350242 seconds.
y=L\c
Elapsed time is 0.715478 seconds.
x=U\y
Elapsed time is 0.720481 seconds.


4.0.2 (x86)

Simple left division
Elapsed time is 2.25751 seconds.
LU decomposition
c=P*B
Elapsed time is 0.0360239 seconds.
y=L\c
Elapsed time is 0.759509 seconds.
x=U\y
Elapsed time is 0.770514 seconds.


4.0.2 (x64)

Simple left division
Elapsed time is 1.93629 seconds.
LU decomposition
c=P*B
Elapsed time is 0.037025 seconds.
y=L\c
Elapsed time is 0.645431 seconds.
x=U\y
Elapsed time is 0.638431 seconds.


4.1.0+ (x64)

Simple left division
Elapsed time is 36.5474 seconds.
LU decomposition
c=P*B
Elapsed time is 0.0380249 seconds.
y=L\c
Elapsed time is 15.6344 seconds.
x=U\y
Elapsed time is 16.0377 seconds.


2. Slowness of left division by triangular matrix on octave ver. 4

seem not be an issue (Perhaps overhead time differences.)

However, slowness of left division 4.1.0+ on windows really annoying issue.

I will test also on linux and reports the results.

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