Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Andy Ray Terrel
On Thu, Dec 17, 2015 at 5:52 AM, Sturla Molden wrote: > On 17/12/15 12:06, Francesc Alted wrote: > > Pretty good. I did not know that OpenBLAS was so close in performance >> to MKL. >> > > MKL, OpenBLAS and Accelerate are very close in performance, except for > level-1

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Edward Richards
Thanks everyone for helping me glimpse the secret world of FORTRAN compilers. I am running a Linux machine, so I will look into MKL and openBLAS. It was easy for me to get a Intel parallel studio XE license as a student, so I have options. ___

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Daπid
On 16 December 2015 at 18:59, Francesc Alted wrote: > Probably MATLAB is shipping with Intel MKL enabled, which probably is the > fastest LAPACK implementation out there. NumPy supports linking with MKL, > and actually Anaconda does that by default, so switching to Anaconda

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Francesc Alted
2015-12-17 12:00 GMT+01:00 Daπid : > On 16 December 2015 at 18:59, Francesc Alted wrote: > >> Probably MATLAB is shipping with Intel MKL enabled, which probably is the >> fastest LAPACK implementation out there. NumPy supports linking with MKL, >> and

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Sturla Molden
On 17/12/15 12:06, Francesc Alted wrote: Pretty good. I did not know that OpenBLAS was so close in performance to MKL. MKL, OpenBLAS and Accelerate are very close in performance, except for level-1 BLAS where Accelerate and MKL are better than OpenBLAS. MKL requires the number of threads

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-17 Thread Sturla Molden
On 16/12/15 20:47, Derek Homeier wrote: Getting around 30 s wall time here on a not so recent 4-core iMac, so that would seem to fit (iirc Accelerate should actually largely be using the same machine code as MKL). Yes, the same kernels, but not the same threadpool. Accelerate uses the GCD,

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Nathaniel Smith
What operating system are you on and how did you install numpy? From a package manager, from source, by downloading from somewhere...? On Dec 16, 2015 9:34 AM, "Edward Richards" wrote: > I recently did a conceptual experiment to estimate the computational time >

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Matthew Brett
Hi, On Wed, Dec 16, 2015 at 6:34 PM, Edison Gustavo Muenz wrote: > Sometime ago I saw this: https://software.intel.com/sites/campaigns/nest/ > > I don't know if the "community" license applies in your case though. It is > worth taking a look at. > > On Wed, Dec 16, 2015

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Derek Homeier
On 16 Dec 2015, at 8:22 PM, Matthew Brett wrote: > >>> In [4]: %time testx = np.linalg.solve(testA, testb) >>> CPU times: user 1min, sys: 468 ms, total: 1min 1s >>> Wall time: 15.3 s >>> >>> >>> so, it looks like you will need to buy a MKL license separately (which >>>

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Michael Sarahan
Continuum provides MKL free now - you just need to have a free anaconda.org account to get the license: http://docs.continuum.io/mkl-optimizations/index HTH, Michael On Wed, Dec 16, 2015 at 12:35 PM Edison Gustavo Muenz < edisongust...@gmail.com> wrote: > Sometime ago I saw this:

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Francesc Alted
Sorry, I have to correct myself, as per: http://docs.continuum.io/mkl-optimizations/index it seems that Anaconda is not linking with MKL by default (I thought that was the case before?). After installing MKL (conda install mkl), I am getting: In [1]: import numpy as np Vendor: Continuum

[Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Edward Richards
I recently did a conceptual experiment to estimate the computational time required to solve an exact expression in contrast to an approximate solution (Helmholtz vs. Helmholtz-Kirchhoff integrals). The exact solution requires a matrix inversion, and in my case the matrix would contain ~15000

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Francesc Alted
Hi, Probably MATLAB is shipping with Intel MKL enabled, which probably is the fastest LAPACK implementation out there. NumPy supports linking with MKL, and actually Anaconda does that by default, so switching to Anaconda would be a good option for you. Here you have what I am getting with

Re: [Numpy-discussion] performance solving system of equations in numpy and MATLAB

2015-12-16 Thread Edison Gustavo Muenz
Sometime ago I saw this: https://software.intel.com/sites/campaigns/nest/ I don't know if the "community" license applies in your case though. It is worth taking a look at. On Wed, Dec 16, 2015 at 4:30 PM, Francesc Alted wrote: > Sorry, I have to correct myself, as per: >