[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: [Help-gsl] Question about solving linear equation with GSL

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] Question about solving linear equation with GSL |

**Date**: |
Wed, 14 Jan 2009 17:13:48 +0000 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |

At Tue, 6 Jan 2009 16:25:17 -0500,
Sheng Yu wrote:
>* It takes 0.25 seconds for the code to do Cholesky Decomposition and*
>* solve. However, when I do it with Matlab with A\b, it only*
>* takes 0.045 seonds (It even does not take advantage of the fact that A*
>* is symmetric and positive definite). I'm wondering why*
>* Matlab is much faster. Did I do something wrong?*
Try linking with Atlas for the cblas (described in the manual), it may
give you some speedup since the routine is all calls to BLAS ddot.
We don't use a block algorithm, so we won't be as fast as LAPACK
(which is what Matlab uses).
--
Brian Gough
(GSL Maintainer)
Support freedom by joining the FSF!
http://www.fsf.org/associate/support_freedom/join_fsf?referrer=37