Re: [ojAlgo-user] New SVD-implementation

[Jacob M. <jac...@gm...>]

How many runs are these results averaged over?

Also, how about symmetric integer/real/complex matrices?  Wonder what would 
happen if you tried to compare 2000x2000 symmetric with 2000x2000 
non-symmetric.

If you point me to the code for the tests, I can try it out on my quad core 
system (in a few days when it get's finished with this 7 day experiment it is 
doing).

Jake

On Thursday 06 December 2007, Anders Peterson wrote:
> 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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