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[Getfem-users] Request for an advise about performance issue

From: Kayhan Batmanghelich
Subject: [Getfem-users] Request for an advise about performance issue
Date: Mon, 30 Mar 2009 12:58:03 -0700 (PDT)

Dear gmm and getfem users,

I have a question about the performance of gmm.  I had a piece of code in MATLAB and I need to convert to a C++ program. Personally, I found gmm very comprehensive and tried to use it. However, I am experiencing siginicant performance deacreas which is most probably caused by my own mistake but I cannot see it. I would be appreciated if any of you can help me in this regard.

My algorithm entails iterative matrix-matrix multiplication (both dense and sparse). Here is one of the problem I have:

Let's assume that W is 1000000x10 matrix and H is 10x20 matrix, in MATLAB it takes about 0.3 second to compute V = W*H but I try to do the same product using gmm library it takes about 11.0 seconds ! Here is a command I used to perform this task:

gmm::mult(W, H, V);

in which W, H and V are both Dense matrices:

gmm::dense_matrix< double >                       W ;         
gmm::dense_matrix< double >                       H ;      
gmm::dense_matrix< double >                       V ;          

I tried linking to blas,  lapack and atlas by adding #define GMM_USES_LAPACK to the program and linking to them as described in the following link in the documentation:

but I did not see any improvement in the performance. Since, there is suck a big gap between MATLAB and gmm time for the product computation, I speculate that I should have mess it up somewhere but I cannot see it. I would appreciate if anybody can help.


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