Re: [ojAlgo-user] New SVD-implementation

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

Just ran the tests now (on my iMac desktop computer).

1000x1000
Jama: 54,040ms
ojAlgo: 186,578ms

10,000x100
Jama: 6,985ms
ojAlgo: 2,945ms

100,000x100
Jama: 225,812ms
ojAlgo: 39,411ms

100,000x10
Jama: 2,317ms
ojAlgo: 312ms

The matrices are random generated (dense) real matrices.

/Anders


On 6 dec 2007, at 16.04, Jacob Martin wrote:

> Sounds really good!  Can you please send the actual times for these  
> matrices?
>
> Were they random integer/real/complex?
>
> -----Original Message-----
>> From: Anders Peterson <an...@op...>
>
> Date: Thu, 6 Dec 2007 12:37:09
> To:"'oja...@li...'" <ojalgo- 
> us...@li...>
> Subject: Re: [ojAlgo-user] New SVD-implementation
>
>
> Compared to Jama (highly preliminary)
>
> 1,000x1,000: Jama is 3-4 times faster
> 100,000x100: ojAlgo is 5-6 times faster
>
> Actually I'm quite surprised about this. I didn't expect ojAlgo to be
> faster than Jama in any case. The ojAlgo-SVD is a very high-level
> implementation (look at the source code, it's very simple). I guess
> that means the underlying code is efficient.
>
> Jama is "more correct" since ojAlgo does not yet order the singular
> values in the usual way (and even leaves negative values). This will
> of course some how be addressed.
>
> ojAlgo-SVD uses Jacobi rotations because that will allow a multi-
> threaded algorithm. The algorithm is not yet multi-threaded. When it
> is; I expect it will be much faster with large matrices (provided
> there is more than one CPU available).
>
> /Anders
>
> On 5 dec 2007, at 10.09, Anders Peterson wrote:
>
>> Is anyone interested in testing the new SVD-algorithm that will be
>> included in the next release?
>>
>> It's already in CVS... In particular I'd like it if someone could
>> help me test the ComplexNumber version - it can handle BigDecimal,
>> ComplexNumber and double.
>>
>> The plan is to release the next/new version some time soon after
>> New Year.
>>
>> /Anders
>>
>>
>>
>>
>
>
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