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From Gilles <gil...@harfang.homelinux.org>
Subject Re: [Math] Re: LU decomposition very SLOW (commons.math3.linear)
Date Fri, 28 Oct 2016 12:11:49 GMT
Hi.

On Thu, 27 Oct 2016 05:41:08 -0700 (PDT), wilbur wrote:
> 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).

Could you please try with "Array2DRowRealMatrix" too?

> 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.

Do you propose it as an alternative implementation to be included
in Commons Math?
[If so, this should be discussed on the "dev" mailing list.]

> Hope this is conclusive.

I don't know.
First thing is to ensure the performance/accuracy trade-off, as you
suggested.

> I am new to this group, not sure if the attachment
> gets delivered.

No, but the link below is fine.

> Appreciate any hints.

You seem to be on your way to figure out what is going on.[1] ;-)

Thanks,
Gilles

[1] For the investigation, I suggest to use a CM snapshot:
        
https://repository.apache.org/content/repositories/snapshots/org/apache/commons/commons-math4/4.0-SNAPSHOT/
     or work from the current development repository:
        https://git1-us-west.apache.org/repos/asf?p=commons-math.git

>
> --Wilhelm
> lu_decomp_test.zip
> 
> <http://apache-commons.680414.n4.nabble.com/file/n4692259/lu_decomp_test.zip>


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