Andreas,

you were just right!

I downloaded and compiled the latest julia and now it's faster than Matlab

here's what I get now:
 @time A\x;
elapsed time: 0.02576362 seconds (8016560 bytes allocated)

instead of 0.03 - 0.04 from Matlab 

my versioninfo() now is 

Julia Version 0.3.0-prerelease+365
Commit cfcd075 (2013-12-09 08:15 UTC)
Platform Info:
  System: Linux (x86_64-linux-gnu)
  WORD_SIZE: 64
  BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY)
  LAPACK: libopenblas
  LIBM: libopenlibm

many thanks again to all for your comments

andrea

On Saturday, 18 January 2014 15:49:09 UTC, Andreas Noack Jensen wrote:
>
> I think we have the answer there. You are using system BLAS and LAPACK 
> which are likely to be much slower than OpenBLAS which is shipped with 
> julia.
>
>
> 2014/1/18 Andrea Vigliotti <[email protected] <javascript:>>
>
>> *What do you get from versioninfo().*
>>
>> Julia Version 
>> 0.2.0                                                                        
>>                                                   
>>
>> Commit 05c6461 (2013-11-16 23:48 
>> UTC)                                                                         
>>                                
>>
>> Platform 
>> Info:                                                                        
>>                                                        
>>
>>   System: Linux 
>> (x86_64-linux-gnu)                                                           
>>                                                 
>>
>>   WORD_SIZE: 
>> 64                                                                           
>>                                                    
>>
>>   BLAS: libblas.so.3
>>   LAPACK: liblapack.so.3
>>   LIBM: libopenlibm
>>
>>
>>
>> On Saturday, 18 January 2014 11:46:29 UTC, Andreas Noack Jensen wrote:
>>
>>> What do you get from versioninfo().
>>>
>>>
>>> 2014/1/18 Andrea Vigliotti <[email protected]>
>>>
>>> p.s.
>>>>
>>>>  I am running:
>>>> - MATLAB Version: 8.1.0.604 (R2013a) 
>>>> - Julia Version 0.2.0 (2013-11-16 23:48 UTC)
>>>>
>>>> on a DELL with Intel Core i7 and Kubuntu 13.10
>>>> cheers,
>>>>
>>>> andrea
>>>>
>>>> On Friday, 17 January 2014 19:21:21 UTC, Andrea Vigliotti wrote:
>>>>
>>>>> Hi All,
>>>>>
>>>>> I was comparing the performance of Julia and Matlab in solving systems 
>>>>> of linear equations and I got the following
>>>>>
>>>>> Matlab:
>>>>> >> A = randn(1000); A = A+A'+eye(1000); x = randn(1000,1);
>>>>> >> tic; A\x; toc
>>>>> Elapsed time is 0.034763 seconds.
>>>>>
>>>>> Julia:
>>>>> julia> A = randn(1000,1000); A = A+A'+eye(1000); x = randn(1000);
>>>>>
>>>>> julia> @time A\x;
>>>>> elapsed time: 0.192572124 seconds (8012424 bytes allocated)
>>>>>
>>>>> I was wondering whether there is anything I can do to improve the 
>>>>> performances of Julia in solving this kind of problems?
>>>>>
>>>>> many thanks!
>>>>> andrea
>>>>>
>>>>
>>>
>>>
>>> -- 
>>> Med venlig hilsen
>>>
>>> Andreas Noack Jensen
>>>  
>>
>
>
> -- 
> Med venlig hilsen
>
> Andreas Noack Jensen
>  

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