[ojAlgo-user] Complex SVD slow

[Bayard F. <bf...@gm...>]

I find that doing Singular Value Decomposition with ComplexNumber is much
slower than with Double.  For 256 rows by 64 columns, Double takes 17 ms
while ComplexNumber takes 2.95 s, over a factor of 150.  At lower
dimensions it's only 10 to 20 times slower.  The timing comparison is just
for the method SingularValue.compute().

I used NetBeans profiling and found that much of the time is spent in
ComplexNumber.multiply().  I can understand a factor of 4 to 6 from the
number of operations, but it also does a number of other checks such as
isReal() and isPolar().  The initial matrix is created with
makeRectangular().

I am using v33.0, and would be happy to share my source code.