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Re: [Octave 5.2.0 @ Ubuntu 20.04] Long duration of complex matrix invers


From: Markus Mützel
Subject: Re: [Octave 5.2.0 @ Ubuntu 20.04] Long duration of complex matrix inverse
Date: Sun, 29 Mar 2020 13:01:41 +0200

Am 29. März 2020 um 12:22 Uhr schrieb "KamilStawiarski":
> Hi, I have a problem with complex matrix inverse. It tooks tooo much time -
> exactly after a few minutes it is still running.
> For example:
> R =[2.73777 + 0.00000i   1.37236 - 0.72174i   0.69303 - 0.14167i   0.63994 -
> 0.83864i  -0.25874 - 0.25550i  -0.82048 - 0.20511i; 1.37236 + 0.72174i  
> 2.69579 + 0.00000i   0.23759 - 0.30504i   1.29171 - 0.17148i  -0.15310 -
> 0.00730i  -0.25855 - 0.60625i; 0.69303 + 0.14167i   0.23759 + 0.30504i  
> 0.40401 + 0.00000i   0.20763 + 0.24430i   0.20110 - 0.03398i  -0.06607 -
> 0.18187i; 0.63994 + 0.83864i   1.29171 + 0.17148i   0.20763 - 0.24430i  
> 1.36263 + 0.00000i   0.37732 - 0.65585i  -0.35103 - 0.68330i; -0.25874 +
> 0.25550i  -0.15310 + 0.00730i   0.20110 + 0.03398i   0.37732 + 0.65585i  
> 0.86475 + 0.00000i   0.15397 - 0.44375i; -0.82048 + 0.20511i  -0.25855 +
> 0.60625i  -0.06607 + 0.18187i  -0.35103 + 0.68330i   0.15397 + 0.44375i  
> 0.51529 + 0.00000i];
> 
> R^-1, inv(R) or even det(R) never ends. I hadn't this sort of problem at
> previous version (5.1.0 or 4.4.1).
> 
> I also made some tests:
> >> inv(randn(5,5)+randn(5,5)*i)
> ans =
> 
>   -2.425050 + 0.985107i  -2.252581 + 0.717247i   0.907427 + 0.038175i  
> 1.836315 - 0.164532i   1.118745 + 1.651210i
>   -0.441461 + 0.242339i  -0.362658 + 0.527868i   0.095278 - 0.101801i  
> 0.421793 - 0.354213i   0.653532 + 0.342560i
>   -0.822710 + 0.768548i  -0.839364 + 0.685658i   0.352782 - 0.286913i  
> 0.569430 - 0.484251i   0.885459 + 0.606097i
>   -1.085909 + 1.130584i  -1.502771 + 0.367119i   0.511804 - 0.073505i  
> 1.185076 - 0.471890i   0.831822 + 0.963687i
>    1.949569 - 2.571564i   2.639221 - 1.653823i  -1.182722 + 0.113535i 
> -1.860883 + 1.649983i  -2.199696 - 1.906358i
> 
> >> inv(randn(6,6)+randn(6,6)*i) <- still running.
> 
> It seems that this occures with matrices larger than 5x5.
> 
> Can somebody check occurrence of this at your copy?
> 

I tested with a build from the current stable branch (6.0.1, hg id 
d597dc0a5f74) on Ubuntu 19.10.
Both calculations return almost immediately here:
>> tic; inv(randn(5,5)+randn(5,5)*i); toc
Elapsed time is 0.000129223 seconds.
>> tic; inv(randn(6,6)+randn(6,6)*i); toc
Elapsed time is 0.000251055 seconds.
>> version -hgid
ans = d597dc0a5f74

I'm not sure if this is Octave or a library that is slowing down the 
calculation in your case.

I had serious issues with pre-release versions of Ubuntu before. So at the 
moment, I don't want to upgrade my system to check what would happen here.
I hope this helps as some point of reference anyway.

Markus




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