Hello all, I am using LUDecomposition in a kriging application, where I noticed that the Commons Math implementation slows down dramatically with growing matrix size. E.g., on (symmetric) matrices of size ~1600 x 1600, LUDecomposition takes about 10 times (!) longer than QRDecomposition or the Java implementation of Crout's algorithm [1] in Smile [2].
Average figures are (Java 1.8.0_65, Win7, Intel i7-4790K, 4.00 GHz, 16 GB): Commons Math LUDecomposition: ~10,500 ms (!) Commons Math QRDecomposition: ~1,350 ms Smile LUDecomposition: ~1,300 ms Seems odd. Is this a known problem and can this behaviour be explained? --Wilhelm ___ [1] Numerical Recipes, 3rd ed. (Sec. 2.3.1) [2] https://github.com/haifengl/smile -- View this message in context: http://apache-commons.680414.n4.nabble.com/LU-decomposition-very-SLOW-commons-math3-linear-tp4692255.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
