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[Octave-bug-tracker] [bug #53140] Solution of a system of linear equatio

From: Marco Caliari
Subject: [Octave-bug-tracker] [bug #53140] Solution of a system of linear equations takes forever and hurts OS performance.
Date: Wed, 21 Feb 2018 06:06:45 -0500 (EST)
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:58.0) Gecko/20100101 Firefox/58.0

Follow-up Comment #17, bug #53140 (project octave):

@Rik: I set xz to b_nr * b_nc and see

octave:10> tic,A\b;,toc
Elapsed time is 64.9591 seconds.
octave:11> tic; [L, U, P, Q, R] = lu (A); xlu = Q * ( U \ ( L \ ( P * ( R \ b
) ) ) ); toc;
Elapsed time is 15.2399 seconds.

that is a factor 4. The same test in matlab R2017b gives

>> tic,A\b;,toc
Elapsed time is 58.941977 seconds.
>> tic; [L, U, P, Q, R] = lu (A); xlu = Q * ( U \ ( L \ ( P * ( R \ b ) ) ) );
Elapsed time is 33.345003 seconds.

Therefore, it is no more a problem with memory allocation. And there is a
difference between direct-solve and first-factorize, in Matlab too. What I am
not sure of, is whether the factorize function in dSparse.cc performs a long
[L,U,P,Q,R] factorization or not.

@Rik: you should apply your patch to CSparse.cc, too.


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