Re: octave speed of eig

"Dmitri A. Sergatskov" <[email protected]> Thu, 22 Feb 2024 16:16:21 -0500
Newsgroups gmane.comp.gnu.octave.general
Message-ID <CAO+XyQLQ6xs=b-xjEPW+2MW7K_Zi3mV6gc-Tvk7prz0Xk3uq-Q@mail.gmail.com>
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You probably get more replies on https://octave.discourse.group/

ATLAS is pretty much dead and the latest (circa 2018) runs awful
on all reasonably modern (still 5 years old) computers I tried.
Openblas is recommended instead.

Are you talking about dense matrices or sparse matrices?
On my 5-years old Ryzen  with dense matrix I see:

octave:1> a=3Drandn(5000);
octave:2> tic; eig(a); toc
Elapsed time is 16.9589 seconds.

Dmitri.


On Thu, Feb 22, 2024 at 2:00=E2=80=AFPM Clinton Winant <clinton.winant@gmai=
l.com>
wrote:

> I am planning on using octave to compute eigenvalues/vectors for largish
> array.  Is it possible to speed that process by installing ATLAS?  Also
> which algorithm does octave use for eig if the matrix is not symmetric?
> for eigs I assume the answer is arpack?
>
> Thanks so much to all of you.
>
> Clinton
>
> ----------
> We are transitioning to a web based forum
> for community help discussions at
> https://octave.discourse.group/c/help
>

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<div dir=3D"ltr"><div class=3D"gmail_default" style=3D"font-family:monospac=
e;font-size:large">You probably get more replies on=C2=A0<a href=3D"https:/=
/octave.discourse.group/">https://octave.discourse.group/</a></div><div cla=
ss=3D"gmail_default" style=3D"font-family:monospace;font-size:large"><br></=
div><div class=3D"gmail_default" style=3D"font-family:monospace;font-size:l=
arge">ATLAS is pretty much dead and the latest (circa 2018) runs awful=C2=
=A0</div><div class=3D"gmail_default" style=3D"font-family:monospace;font-s=
ize:large">on all reasonably modern (still 5 years old) computers I tried.=
=C2=A0</div><div class=3D"gmail_default" style=3D"font-family:monospace;fon=
t-size:large">Openblas is recommended instead.</div><div class=3D"gmail_def=
ault" style=3D"font-family:monospace;font-size:large"><br></div><div class=
=3D"gmail_default" style=3D"font-family:monospace;font-size:large">Are you =
talking about dense matrices or sparse matrices?</div><div class=3D"gmail_d=
efault" style=3D"font-family:monospace;font-size:large">On my 5-years old R=
yzen=C2=A0 with dense matrix I see:</div><div class=3D"gmail_default" style=
=3D"font-family:monospace;font-size:large"><br></div><div class=3D"gmail_de=
fault" style=3D"font-family:monospace;font-size:large">octave:1&gt; a=3Dran=
dn(5000);<br>octave:2&gt; tic; eig(a); toc<br>Elapsed time is 16.9589 secon=
ds.<br></div><div class=3D"gmail_default" style=3D"font-family:monospace;fo=
nt-size:large"><br></div><div class=3D"gmail_default" style=3D"font-family:=
monospace;font-size:large">Dmitri.</div><div class=3D"gmail_default" style=
=3D"font-family:monospace;font-size:large"><br></div></div><br><div class=
=3D"gmail_quote"><div dir=3D"ltr" class=3D"gmail_attr">On Thu, Feb 22, 2024=
 at 2:00=E2=80=AFPM Clinton Winant &lt;<a href=3D"mailto:clinton.winant@gma=
il.com">[email protected]</a>&gt; wrote:<br></div><blockquote class=
=3D"gmail_quote" style=3D"margin:0px 0px 0px 0.8ex;border-left:1px solid rg=
b(204,204,204);padding-left:1ex"><div dir=3D"ltr"><div class=3D"gmail_defau=
lt" style=3D"font-size:small">I am planning on using octave to compute eige=
nvalues/vectors for largish array.=C2=A0 Is it possible to speed that proce=
ss by installing ATLAS?=C2=A0 Also which algorithm does octave use for eig =
if the matrix is not symmetric?=C2=A0 for eigs I assume the answer is arpac=
k?</div><div class=3D"gmail_default" style=3D"font-size:small"><br></div><d=
iv class=3D"gmail_default" style=3D"font-size:small">Thanks so much to all =
of you.</div><div class=3D"gmail_default" style=3D"font-size:small"><br></d=
iv><div class=3D"gmail_default" style=3D"font-size:small">Clinton<br></div>=
</div>
<br>
----------<br>
We are transitioning to a web based forum<br>
for community help discussions at<br>
<a href=3D"https://octave.discourse.group/c/help" rel=3D"noreferrer" target=
=3D"_blank">https://octave.discourse.group/c/help</a><br>
</blockquote></div>

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