Hi.
On Thu, 27 Oct 2016 00:15:00 -0700 (PDT), wilbur wrote:
Hello all,
I am using LUDecomposition in a kriging application, where I noticed
that
the Commons Math implementation slows down dramatically with growing
matrix
size. E.g., on (symmetric) matrices of size ~1600 x 1600,
LUDecomposition
takes about 10 times (!) longer than QRDecomposition or the Java
implementation of Crout's algorithm [1] in Smile [2].
Average figures are (Java 1.8.0_65, Win7, Intel i7-4790K, 4.00 GHz,
16 GB):
Commons Math LUDecomposition: ~10,500 ms (!)
Commons Math QRDecomposition: ~1,350 ms
Smile LUDecomposition: ~1,300 ms
Seems odd.
Indeed (for the first and third comparisons), thanks for pointing
that out.
Is this a known problem
No. Which matrix class are you using?
and can this behaviour be explained?
Not without reviewing the code.
You are most welcome to do so, and provide a patch.
Best regards,
Gilles
--Wilhelm
___
[1] Numerical Recipes, 3rd ed. (Sec. 2.3.1)
[2] https://github.com/haifengl/smile
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