Hi, I'm new to GSL. I'm trying to solve equation Ax=b, using one of the solvers in Linear Algebra pack. A is a 914x914 matrix. It is symmetric and positive definite. I use Cholesky Decomposition to decomposite A first and then solve it. Here is the pseudo code:
const size_t N = 914; gsl_matrix *A = gsl_matrix_alloc(N, N); gsl_vector *b = gsl_vector_alloc(N); gsl_vector *x = gsl_vector_alloc(N); // code to initialize A and b gsl_linalg_cholesky_decomp(A); gsl_linalg_cholesky_solve(A, b, x); It takes 0.25 seconds for the code to do Cholesky Decomposition and solve. However, when I do it with Matlab with A\b, it only takes 0.045 seonds (It even does not take advantage of the fact that A is symmetric and positive definite). I'm wondering why Matlab is much faster. Did I do something wrong? Thank you! Yu Sheng _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
