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Re: Sparse matrices


From: Tatsuro MATSUOKA
Subject: Re: Sparse matrices
Date: Mon, 6 Mar 2017 08:56:26 +0900 (JST)

----- Original Message -----

> From: Carlo De Falco 
> To: Clinton Winant 
> Cc: Octave Help 
> Date: 2017/3/6, Mon 02:46
> Subject: Re: Sparse matrices
> 
> 
>>  On 5 Mar 2017, at 18:10, Clinton Winant <address@hidden> 
> wrote:
>> 
>>  I would like to optimize the performance of octave on a machine that has 
> multiple processors.  I have optimized LAPACK and BLAS to use parallel 
> threads, 
> and where LAPACK is used, that helps a lot.  I was initially surprised that 
> the 
> enhanced LAPACK did not speed up the execution of, for instance, u=K\F, if K 
> is sparse, but now I realize that sparse matrix calculations are done with a 
> special set of tools (see 
> http://www.obihiro.ac.jp/~suzukim/masuda/octave/html3/octave_113.html)
> 
> that page is about ten years old! you should be looking here for more recent 
> Octave docs:
> https://www.gnu.org/software/octave/doc/interpreter/
> 
>>  Does anyone know if it is possible to tune the sparse matrix package to 
> take advantage of multiple processors?
> 
> Octave relies entirely on suitesparse [1] for the implementation of mldivide 
> operator ("\") for sparse matrices [2],
> if you can optimize suitesparse that will most likely also affect Octave.
> 
> If you want to use iterative solvers like gmres [3] instead of mldivide, 
> using 
> the sparsersb [4] package will greatly
> improve the performance. 
> 
>>  Clint
> 
> c.
> 
> [1] http://faculty.cse.tamu.edu/davis/suitesparse.html
> [2] 
> https://www.gnu.org/software/octave/doc/interpreter/Techniques-Used-for-Linear-Algebra.html#Techniques-Used-for-Linear-Algebra
>     
> https://www.gnu.org/software/octave/doc/interpreter/Sparse-Linear-Algebra.html#Sparse-Linear-Algebra
> [3] 
> https://www.gnu.org/software/octave/doc/interpreter/Specialized-Solvers.html#XREFgmres
> [4] https://octave.sourceforge.io/sparsersb/
> 


This is mere my guess.


*********************
If I remember correctly, suitesparse also depends on blas. 
However, you change blas routine only for octave but not for suitesparse.
The blas library used for matrix calculation for sparse matrices do not change 
from before.
Thus sparse matrix calculation might not be changed.
****************

As ​Dmitri wrote in your previous thread,
​http://octave.1599824.n4.nabble.com/making-octave-with-lapack-pt-td4682148.html#a4682152


 
Dynamic library seems to be changed at run-time.  

Also, as Dmitri wrote in the above, I recommend to use openblas instead of 
atlas.

I am not expert so that I hope that someone else who know much about on this 
matter make replies.

Tatsuro 




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