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. --Wilhelm lu_decomp_test.zip <http://apache-commons.680414.n4.nabble.com/file/n4692259/lu_decomp_test.zip> -- View this message in context: http://apache-commons.680414.n4.nabble.com/math-LU-decomposition-very-SLOW-commons-math3-linear-tp4692255p4692259.html Sent from the Commons - User mailing list archive at Nabble.com. --------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org
