Hi.
On Thu, 27 Oct 2016 05:41:08 -0700 (PDT), wilbur wrote:
Hello Gilles,
thanks for your interest! I am attaching a minimal example that
demonstrates
this behavior.
The matrix -- which I create with MatrixUtils.createRealMatrix() --
is dense
(of type BlockRealMatrix).
Could you please try with "Array2DRowRealMatrix" too?
The results listed at the bottom of the main class suggest, that
execution
times for the standard LUDecomposition get out of proportion for N
somewhere between 750 and 1000.
I am also including the ‘MyLUDecomposition’ implementation provided
by Smile
as a separate class. It is fast but I can’t say if it is numerically
as good
as the Commons Math version.
Do you propose it as an alternative implementation to be included
in Commons Math?
[If so, this should be discussed on the "dev" mailing list.]
Hope this is conclusive.
I don't know.
First thing is to ensure the performance/accuracy trade-off, as you
suggested.
I am new to this group, not sure if the attachment
gets delivered.
No, but the link below is fine.
Appreciate any hints.
You seem to be on your way to figure out what is going on.[1] ;-)
Thanks,
Gilles
[1] For the investigation, I suggest to use a CM snapshot:
https://repository.apache.org/content/repositories/snapshots/org/apache/commons/commons-math4/4.0-SNAPSHOT/
or work from the current development repository:
https://git1-us-west.apache.org/repos/asf?p=commons-math.git
--Wilhelm
lu_decomp_test.zip
<http://apache-commons.680414.n4.nabble.com/file/n4692259/lu_decomp_test.zip>
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