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eigenvalues 3 times speedup patch [Was: benchmarks]
From: |
David Bateman |
Subject: |
eigenvalues 3 times speedup patch [Was: benchmarks] |
Date: |
Fri, 23 Jan 2004 14:05:04 +0100 |
User-agent: |
Mutt/1.4.1i |
Paul,
Ok, this e-mail of your has drawn a lot of replies from me. I think this
is probably the last thread I'll draw from it for now. However, check
> II.B Matlab 0.86 - Octave 2.30 - O-Matrix 0.44
> b = eig(a);
Well, there is a simple reason why octave is slower here, for this benchmark.
The benchmark asks for the eigenvalues only, but octave calculates the
eignevectors as well... Dohhhh....
I've written a small patch to 2.1.53, that makes "eig(a)" only calculate the
eigenvectors when asked for them.
Here are some interesting tests
Matlab R12
----------
>> a = randn(300,300); tic; [b,bv] = eig(a); toc
elapsed_time =
1.9291
>> a = randn(300,300); tic; b = eig(a); toc
elapsed_time =
0.7860
Octave 2.1.50
-------------
octave:2> a = randn(300,300); tic; [b,bv] = eig(a); toc
ans = 2.1188
octave:4> a = randn(300,300); tic; b = eig(a); toc
ans = 2.0628
Octave 2.1.53 + patch
---------------------
octave:2> a = randn(300,300); tic; [b,bv] = eig(a); toc
ans = 2.1721
octave:4> a = randn(300,300); tic; b = eig(a); toc
ans = 0.84389
This together with the sort and ziggurat codes I've been working on seem
to address most of the issues in the sciviews benchmarks in sections I
and II. Now there are only the problems with "for" loops as shown in
section III, but these are probably beyond me to address.
JWE, any chance of getting this patch in?
Cheers
David
--
David Bateman address@hidden
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patch.eigen
Description: Text document
- Re: randn benchmarks, (continued)
- Re: randn benchmarks, Dirk Eddelbuettel, 2004/01/23
- Re: randn benchmarks, Dmitri A. Sergatskov, 2004/01/23
- Re: randn benchmarks, Dirk Eddelbuettel, 2004/01/24
- Re: randn benchmarks, Paul Kienzle, 2004/01/24
- Re: randn benchmarks, Paul Kienzle, 2004/01/24
- Re: randn benchmarks, Dmitri A. Sergatskov, 2004/01/24
- Re: randn benchmarks, David Bateman, 2004/01/25
eigenvalues 3 times speedup patch [Was: benchmarks],
David Bateman <=
Re: benchmarks, David Bateman, 2004/01/26