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From wilbur <>
Subject Re: [Math] Re: LU decomposition very SLOW (commons.math3.linear)
Date Thu, 27 Oct 2016 12:41:08 GMT
Hello Gilles,

thanks for your interest! I am attaching a minimal example that demonstrates
this behavior.
The matrix -- which I create with MatrixUtils.createRealMatrix() -- is dense
(of type BlockRealMatrix).

The results listed at the bottom of the main class suggest, that execution
times for the standard LUDecomposition get out of proportion for N 
somewhere between 750 and 1000.

I am also including the ‘MyLUDecomposition’ implementation provided by Smile
as a separate class. It is fast but I can’t say if it is numerically as good
as the Commons Math version.

Hope this is conclusive. I am new to this group, not sure if the attachment
gets delivered. 
Appreciate any hints.


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