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Re: Speed of Octave vs Matlab?

From: rocketsound
Subject: Re: Speed of Octave vs Matlab?
Date: Tue, 8 Sep 2015 11:10:41 -0700 (PDT)

Olaf Till-2 wrote
> Ok, thanks for the information. But, although this maybe an issue to
> tackle, it is not the difference between 10 seconds and one whole day
> you mentioned, which would rather be a blocker. Or have I understood
> something wrong?

I don't have much time until the end of the week, I will replay you in more

The profiler results above are taken from another script because I had it at
my fingertips. I'll try to find out the source of the long execution time I
was talking above (might be because of the huge amount of constraints I was
using) but the result is the same: it's qp that slows down the code. Looking
at __qp__ it seems like it is implementing a quite simple solving algorithm
so my prediction is it simply scales bad with problem dimension. Sadly, no
more information is given about what kind of algorithm lies behind the code.

Anyway, and beyond this thread, thanks for the interessent and your work you
put into the GSCO this year, the code is pretty valuable to me.

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