Thanks for replying! Yes, the results are the same. I also tried TNT and JAMA, which claim to supersed Lapack++. But the running time was even longer than GSL. Any other suggestions? Thanks!
Yu Sheng On Tue, Jan 6, 2009 at 5:22 PM, Steven Vancoillie <[email protected]> wrote: > On Tuesday 06 January 2009 22:25:17 Sheng Yu wrote: >> 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? >> > I don't think GSL is meant to be the fastest code out there, so this is not > really an issue. > As long as you get the same results from GSL or matlab I don't think you're > doing anything wrong. > If you're looking for speed, you should turn to some optimized linear algebra > routine like e.g. LAPACK. > > grtz > Steven > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
