Re: [ojAlgo-user] New SVD-implementation

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

I'm really not making any claims regarding the code's capabilities. I  
just think that something I wrote this weekend looks promising...

Please make your own tests! Then you can test whatever you want any  
way you like it.

Just check out the DevProj module from CVS and then write code that  
may look something like this:

MatrixStore<Double> tmpA = PrimitiveMatrix.FACTORY.buildRandom(2000,  
2000).toPrimitiveStore();

long tmpStart;
long tmpStop;

SingularValue<Double> tmpNew =  
SingularValueDecomposition.makePrimitive();
tmpStart = System.currentTimeMillis();
tmpNew.compute(tmpA);
tmpStop = System.currentTimeMillis();
System.out.println("New Time in millis: " + (tmpStop - tmpStart));

SingularValue<Double> tmpJama = SingularValueDecomposition.makeJama();
tmpStart = System.currentTimeMillis();
tmpJama.compute(tmpA);
tmpStop = System.currentTimeMillis();
System.out.println("Jama Time in millis: " + (tmpStop - tmpStart));


/Anders

On 6 dec 2007, at 17.22, Jacob Martin wrote:

> 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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