On Sun, Apr 1, 2012 at 8:28 AM, Kamesh Krishnamurthy <kames...@gmail.com> wrote: > Hello all, > > I profiled NumPy EIG and MATLAB EIG on the same Macbook pro, and both were > linking to the Accelerate framework BLAS. NumPy turns out to be ~4x slower. > I've posted details on Stackoverflow: > http://stackoverflow.com/q/9955021/974568 >
If you just call eig() in MATLAB it only returns eigenvalues (not vectors). I think there might be a "shortcut" algorithm if you only want the eigenvalues - or maybe it is faster just due to the smaller memory requirement. NumPy's eig always computes both. On my Mac OS X machine I get this result, showing the two are basically equivalent (this is EPD NumPy, so show_config() shows it is built on MKL): MATLAB: >> tic; eig(r); toc Elapsed time is 10.594226 seconds. >> tic; [V,D] = eig(r); toc Elapsed time is 23.767467 seconds. NumPy In [4]: t0=datetime.now(); numpy.linalg.eig(r); print datetime.now()-t0 0:00:25.594435 In [6]: t0=datetime.now(); v,V = numpy.linalg.eig(r); print datetime.now()-t0 0:00:25.485411 If you change the MATLAB call, how does it compare? _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
