Re: [ojAlgo-user] Questions

[Anders P. <and...@op...>]

I updated the code in CVS last night.

You do now have better control of the scale used in decompositions. The 
downside is that now you have to think about it.

Do not use BigMatrix without specifically setting the scale to an 
appropriate value.

On 2004-04-19, at 20.04, Inger, Matthew wrote:

> Let me at least see how turning the scale down helps.
> It appears that the majority of the time is spent in multiply
> and in the constructor.  I can send you the screenshot of what
> devpartner is telling me if you want.
>
>
> -----Original Message-----
> From: Anders Peterson [mailto:and...@op...]
> Sent: Monday, April 19, 2004 2:02 PM
> To: Inger, Matthew
> Cc: 'oja...@li...'
> Subject: Re: [ojAlgo-user] Questions
>
>
> On 2004-04-19, at 18.33, Inger, Matthew wrote:
>
>> 1.  Have any performance tests been run with BigMatrix?
>
> Not really...
>
>>    I'm using
>> BigMatrix to do a
>>      LinearRegression algorithm.  I had previously been using Jama
>> directly,
>> but our FD
>>      department noticed a difference between the results given by java
>> and
>> the LINEST
>>      function in Excel.  I have determined that the difference is
>> DEFINATELY
>> due to rounding
>>      limitations in the java double primitive type.
>>
>>      These issues go away when i use ojAlgo library,
>
> That's great news to me - that is the reason I created ojAlgo!
>
>> however, the time
>> required to do the
>>      calculations increases to about 12-13x what it was using regular
>> double
>> calculations.
>>
>>      Doing 10,000 linear regressions with Jama took about .781s
>> (according
>> to junit), and
>>      with BigMatrix, took 10.345s
>
> I wasn't aware the difference was that big. ;-)
>
>>      Any idea why such a hug disparity?
>
> Try altering the scale. A larger scale means better results, but it
> takes longer. You can change a matrix' scale whenever you want - the
> new scale will be used from then on. Elements are not rounded unless
> you call enforceScale().
>
> Internally BigMatrix uses various decompositions for some of the more
> complex calculations. These decompositions inherit a scale from the
> parent matrix. It is however not the same - it's bigger. I believe the
> formula is 2 * (3 + max(9, matrixScale)) and this formula is evaluated
> when the decomposition is created. After the decomposition is created
> its scale wont change even if you change the matrix' scale. The scale
> of a decomposition is never smaller than 24 (according to the above
> formula).
>
> I'm not happy with this, and have been meaning to change it.
> Decompositions should have the same scale as its parent matrix, and
> when it is changed, updated "everywhere".
>
> Would you prefer that?
>
>> 2.  Is there a way to use the solvers in OjAlg to do the linear
>> regression?
>> Or is that not
>>      something that is provided?
>
> How are you currently doing it?
>
> I imagine the best way would be to simply build an over-determined set
> of linear equations - Ax=B - and call A.solve(B). Internally BigMatrix
> would then use the QR decomposition to give a least squares estimation
> of x. That would be my first attempt.
>
> You could use the QP solver do the same thing, but I don't see how that
> would simplify or improve anything.
>
> What version of ojAlgo are you using - v1, v2 or CVS?
>
> I recommend working from CVS. Unfortunately I have moved things around
> a bit in between version...
>
> I don't have access to a profiling tool, but I know they can be very
> useful in finding bottlenecks. If you can identify a problem, and/or
> suggest a specific improvement, I'll be happy to help you implement it.
>
> /Anders
>
>> ----------------------
>> Matthew Inger
>> Design Architect
>> Synygy, Inc
>> 610-664-7433 x7770
>>
>>
>>
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials
>> Free Linux tutorial presented by Daniel Robbins, President and CEO of
>> GenToo technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
>> _______________________________________________
>> ojAlgo-user mailing list
>> ojA...@li...
>> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>>
>