[Octave-bug-tracker] [bug #43519] eigs really slow compared to Matlab

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?43519>

                 Summary: eigs really slow compared to Matlab
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Mon 03 Nov 2014 07:03:08 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Performance
                  Status: None
             Assigned to: None
         Originator Name: Ruilin Chu
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.2
        Operating System: GNU/Linux

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Details:

eigs of a sparse matrix is much much slower than a full matrix.

L=8000;
>> a=rand(L)>0.5;b=a+a';c=sparse(b);
>> tic;e=eigs(b);toc
Elapsed time is 18.6111 seconds.
>> tic;e=eigs(c);toc
Elapsed time is 2501.76 seconds.

I compiled with arpack-ng3.1.5 and linked with ACML4.4 gfortran64_mp. Same
performance is found on version 3.6.4 too.

With Matlab on my laptop eigs has this performance
L=8000;
a=rand(L)>0.5;b=a+a';c=sparse(b);
tic;eigs(b);toc
Elapsed time is 20.715128 seconds.
tic;eigs(c);toc
Elapsed time is 58.428723 seconds.





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