Re: [ojAlgo-user] Performance tests

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

ojAlgo only has one SVD implementation and that is the Jama version -  
there is nothing to compare.

Remember that Jama is part of ojAlgo. When I say I compare ojAlgo and  
Jama I actually compare two different implementations that both are  
part of ojAlgo.

ojAlgo has added a couple of features to the Jama SVD implementation:

1) You do not have to worry about if m >= n or not.
2) The pseudoinverse is generated for you

Compared to QR, SVD has about half the speed when computing the  
decomposition and twice the speed when solving equation systems. If  
you need to solve several equation system using the same  
decomposition you should cache the pseudoinverse.

/Anders


Cholesky" name="testComputeJamaMatrix" time="8.222"
Cholesky" name="testComputePrimitiveMatrix" time="7.312"
Cholesky" name="testSolveJamaMatrix" time="293.061"
Cholesky" name="testSolvePrimitiveMatrix" time="32.724"

LU" name="testComputeJamaMatrix" time="11.854"
LU" name="testComputePrimitiveMatrix" time="11.117"
LU" name="testSolveJamaMatrix" time="52.472"
LU" name="testSolvePrimitiveMatrix" time="32.969"

QR" name="testComputeJamaMatrix" time="100.003"
QR" name="testComputePrimitiveMatrix" time="97.261"
QR" name="testSolveJamaMatrix" time="324.638"
QR" name="testSolvePrimitiveMatrix" time="170.974"

SingularValue" name="testComputeJamaMatrix" time="738.433"
SingularValue" name="testSolveJamaMatrix" time="127.215"

Eigenvalue" name="testComputeJamaMatrix" time="312.795"


http://ojalgo.org/generated/comparison.xml


On 18 jul 2007, at 10.51, Dimitri Pourbaix wrote:

> Anders,
>
>> The main news is that the ojAlgo "native" LU.compute() is now faster
>> than (or at least roughly as fast as) the Jama version. It used to be
>> clearly slower. There is some variation in the timings between  
>> different
>> runs, but the trend is clear.
>
> What about SVD?
>
> Regards,
>    Dim.
> ---------------------------------------------------------------------- 
> ------
> Dimitri Pourbaix                         *
> Institut d'Astronomie et d'Astrophysique *      Don't worry, be happy
> CP 226, office 2.N4.211, building NO     *         and CARPE DIEM.
> Universite Libre de Bruxelles            *
> Boulevard du Triomphe                    *      Tel : +32-2-650.35.71
>    B-1050 Bruxelles                        *      Fax :  
> +32-2-650.42.26
> http://sb9.astro.ulb.ac.be/~pourbaix     *  
> mailto:pou...@as...
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>
>