[Octave-bug-tracker] [bug #48085] slow LU decomposiotion? for octave 4 for windows

[Tatsuro MATSUOKA]

URL:
  <http://savannah.gnu.org/bugs/?48085>

                 Summary: slow LU decomposiotion? for octave 4 for windows
                 Project: GNU Octave
            Submitted by: tmacchant
            Submitted on: 2016年06月02日 05時24分46秒
                Category: Performance
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Performance
                  Status: None
             Assigned to: None
         Originator Name: Tatsuro MATSUOKA
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: other
        Operating System: Microsoft Windows

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Details:

This is originate from 
http://octave.1599824.n4.nabble.com/slow-LU-decomposiotion-for-octave-4-for-windows-td4677291.html

I noticed that bench mark for the lu decomposition is slow on octave 4
(especally on windows).  
 
test script (Thank to Kai for vectorization)


% lutest_v.m 
more off  
  
Num=1000; ItNum=10; 
rand('seed',1);  
A=rand(Num)-0.5;  
rand('seed',2);  
B=rand(Num,ItNum)-0.5;  
[L U P]=lu(A);  
%  
disp('Simple left division');  
tic;  
x=A\B;  % vectorized 
toc;  
x1=x(:,end);  
%  
disp('LU decomposition');  
tic;  
c=P*B; y=L\c; x=U\y;  % vectorized 
toc;  
x2=x(:,end);  
id=1:Num;  
plot(id,x1, 'o1',id,x2, '+2');  

% end of lutest_v.m 


Test on Windows (windows 10 Home 64bit core i5 2400) 

Octave-3.2.4 mingw  (32 bit) 

Simple left division 
Elapsed time is 0.114076 seconds. 
LU decomposition 
Elapsed time is 0.00600397 seconds.


Octave-3.6.4 msvc  (32 bit) 

Simple left division 
Elapsed time is 0.11 seconds. 
LU decomposition 
Elapsed time is 0.00399995 seconds. 


Octave-3.6.4 mingw  (32 bit) 

Simple left division 
Elapsed time is 0.0790549 seconds. 
LU decomposition 
Elapsed time is 0.00300312 seconds. 


Octave-3.8.2 mingw  (32 bit) 

Simple left division 
Elapsed time is 0.096066 seconds. 
LU decomposition 
Elapsed time is 0.00300384 seconds.


Octave-4.0.0 mingw (32 bit)  

Simple left division 
Elapsed time is 0.07305 seconds. 
LU decomposition 
Elapsed time is 0.01701 seconds


Octave-4.0.2 mingw (32 bit)  

Simple left division 
Elapsed time is 0.060039 seconds. 
LU decomposition 
Elapsed time is 0.0180109 seconds. 


Octave-4.0.2 mingw (64 bit)  

Simple left division 
Elapsed time is 0.0500329 seconds. 
LU decomposition 
Elapsed time is 0.00900698 seconds. 


octave-4.1.0+ mingw (64bit)  
(hg clone on May 28, 2016)  

Simple left division 
Elapsed time is 0.213143 seconds. 
LU decomposition 
Elapsed time is 0.0230169 seconds.


Test on Ubuntu 14.04 LTS 64 bit (all octave runs on 64 bit)

3.8.1 from Ubuntu repository

Simple left division 
Elapsed time is 0.396069 seconds. 
LU decomposition 
Elapsed time is 0.0427001 seconds. 


4.0.0 bult myself (gcc 4.8.4)  

Simple left division 
Elapsed time is 0.378708 seconds. 
LU decomposition 
Elapsed time is 0.071897 seconds. 


4.0.2 bult myself (gcc 4.8.4)  

Simple left division 
Elapsed time is 0.377592 seconds. 
LU decomposition 
Elapsed time is 0.0599658 seconds. 


4.1.0+ bult myself (gcc 4.8.4) (cloned 2016-06-01 JST) 

Elapsed time is 0.378928 seconds. 
LU decomposition 
Elapsed time is 0.0592132 seconds. 


Both windows and ubuntu, tests on Ver 3 are faster than those on ver 4. 
However, the difference is bigger on windows.
On windows, surprisingly, results on 4.1.0+ are the worst. This is a bad
situation and should be improved. 





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