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slow LU decomposiotion? for octave 4 for windows
From: |
Tatsuro MATSUOKA |
Subject: |
slow LU decomposiotion? for octave 4 for windows |
Date: |
Tue, 31 May 2016 15:41:41 +0900 (JST) |
Hello
I am now preparing the lecture notes for my class using octave on my University.
I noticed that bench mark for the lu decomposition is slow on octave 4.
% lutest.m
more off
Num=1000; ItNum=10;
rand('seed',1);
A=rand(Num)-0.5;
rand('seed',2);
B=rand(Num,ItNum)-0.5;
[L U P]=lu(A);
%
disp('Simple left division');
tic;
for k=1:ItNum
b=B(:,k);
x=A\b;
end
toc;
x1=x;
%
disp('LU decomposition');
tic;
for k=1:ItNum
b=B(:,k);
c=P*b; y=L\c; x=U\y;
end
toc;
x2=x;
id=1:Num;
plot(id,x1, 'o1',id,x2, '+2');
% End of lutest.m
************************************
Octave-3.2.4 mingw
>> lutest
Simple left division
Elapsed time is 1.11575 seconds.
LU decomposition
Elapsed time is 0.031021 seconds.
************************************
Octave-3.6.4 msvc
>> lutest
Simple left division
Elapsed time is 1.104 seconds.
LU decomposition
Elapsed time is 0.023 seconds.
************************************
Octave-3.6.4 mingw
>> lutest
Simple left division
Elapsed time is 0.749499 seconds.
LU decomposition
Elapsed time is 0.0220149 seconds.
************************************
Octave-3.8.2 mingw
>> lutest
Simple left division
Elapsed time is 0.951635 seconds.
LU decomposition
Elapsed time is 0.0330231 seconds.
************************************
Octave-4.0.0 mingw (32 bit)
>> lutest
Simple left division
Elapsed time is 0.681452 seconds.
LU decomposition
Elapsed time is 0.154103 seconds.
************************************
Octave-4.0.2 mingw (32 bit)
>> lutest
Simple left division
Elapsed time is 0.588393 seconds.
LU decomposition
Elapsed time is 0.257169 seconds.
************************************
Octave-4.0.2 mingw (64 bit)
>> lutest
Simple left division
Elapsed time is 0.526351 seconds.
LU decomposition
Elapsed time is 0.112075 seconds.
************************************
octave-4.1.0+ mingw (64bit)
(hg clone on May 28, 2016)
>> lutest
Simple left division
Elapsed time is 2.01935 seconds.
LU decomposition
Elapsed time is 0.125084 seconds.
************************************
The lu decomposition test is very slow on octave 4.
While simple division is fastest on octave 4.0 but is slowest on 4.1.0+.
What happens ?
Does anyone see this on other platforms?
Tatsuro MATSUOKA
Department of Chemical Engineering
Nagoya University, Japan
- slow LU decomposiotion? for octave 4 for windows,
Tatsuro MATSUOKA <=