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From: | Marco Caliari |
Subject: | Re: the competition's expm vs ours |
Date: | Mon, 01 Dec 2008 09:35:34 +0100 (CET) |
Dear Jordi,
Thank you for the explanation. Now, am I correct in inferring that the extra steps that Octave does for this function (whose implementation I think I finally found after Doxygenising the sources, yay!) produce a noticeable performance hit as compared to Matlab's? Is this performance hit acceptable?
On my laptop, I got the following results for a 500x500 matrix: Octave 3.0.3 (with ATLAS): 4.3 seconds Octave 3.0.3, removing the extra steps: 4.0 seconds Matlab 7.6.0: 1.2 secondsOctave 3.0.3, rewriting in a better way the Pade' approximation (and with the extra steps): 3.7 seconds
So, I don't think the extra steps produce the difference and they are suggested also in "The scaling and squaring method for the matrix exponential revisited" by N.J. Higham.
Best regards, Marco
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